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Risk management with benchmarking
Başak, Suleyman; Shapiro, Alex; Teplá, Lucie - 2005
Persistent link: https://www.econbiz.de/10003096255
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Optimal investment with minimum performance constraints
Teplá, Lucie - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1629-1645
Persistent link: https://www.econbiz.de/10001603808
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Optimal portfolio policies with borrowing and shortsale constraints
Teplá, Lucie - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1623-1639
Persistent link: https://www.econbiz.de/10001508757