The impact of constraints on minimum-variance portfolios
Year of publication: |
March/April 2016
|
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Authors: | Chow, Tzee-Man ; Kose, Engin ; Li, Feifei |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 2, p. 52-70
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Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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