The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints
Denisa Cumova, David Moreno and David Nawrocki
| Year of publication: |
2007
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|---|---|
| Authors: | Čumova, Denisa ; Moreno, David ; Nawrocki, David N. |
| Published in: |
Asset allocation and international investments. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01917-X. - 2007, p. 80-95
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| Subject: | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitalanlage | Financial investment | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003402333