Convex Duality in Constrained Portfolio Optimization

Convex Duality in Constrained Portfolio Optimization

Jakša Cvitanić and Ioannis Karatzas
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Volume:
2
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2959666
Date:
November, 1992
File:
PDF, 3.63 MB
english, 1992
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