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"Optimal portfolio choice with benchmarks."

Carole Bernard, Rob H. De Staelen, Steven Vanduffel (2019)

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DOI: 10.1080/01605682.2018.1470066

access: closed

type: Journal Article

metadata version: 2023-08-28

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  - https://dblp.org/rec/journals/jors/BernardSV19
Carole Bernard, Rob H. De Staelen, Steven Vanduffel:
Optimal portfolio choice with benchmarks. J. Oper. Res. Soc. 70(10): 1600-1621 (2019)

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