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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"European journal of operational research : EJOR"
~person:"Arrow, Kenneth Joseph"
~person:"Hildreth, William Bartley"
~person:"Morgan, Mary S."
~person:"Satchell, Stephen"
~subject:"Econometric model"
~subject:"Kapitalmarkt"
~subject:"Mathematik"
~subject:"Theory"
~subject:"Wirtschaftspolitik"
~subject:"Ökonometrie"
~subject:"Ökonometrisches Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Collection of articles of several authors"
~type_genre:"Reprint"
~type_genre:"Sammelwerk"
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Arrow, Kenneth Joseph
Hildreth, William Bartley
Morgan, Mary S.
Satchell, Stephen
Laporte, Gilbert
29
Gendreau, Michel
28
Lim, Andrew
24
Cheng, T. C. E.
22
Zhu, Joe
21
Goerigk, Marc
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Kao, Chiang
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Podinovski, Victor V.
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Tsionas, Efthymios G.
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Vanhoucke, Mario
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Boysen, Nils
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Vidal, Thibaut
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Puerto, Justo
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Speranza, Maria Grazia
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Savelsbergh, Martin W. P.
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Aparicio, Juan
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Hartl, Richard F.
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Houtum, Geert-Jan van
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Kerstens, Kristiaan
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European journal of operational research : EJOR
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Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John L.
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-555
Persistent link: https://www.econbiz.de/10008933377
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