Portfolio optimization under transfer coefficient...

Journal of Asset Management 2012 / 2 Vol. 13; Iss. 1

Portfolio optimization under transfer coefficient constraint

Yamamoto, Rei, Ishibashi, Takuya, Konno, Hiroshi
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Volume:
13
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2011.13
Date:
February, 2012
File:
PDF, 357 KB
english, 2012
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