OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
Duan Li, Xiaoling Sun, Jun WangVolume:
16
Year:
2006
Language:
english
Pages:
19
DOI:
10.1111/j.1467-9965.2006.00262.x
File:
PDF, 174 KB
english, 2006