Duality for portfolio optimization with short sales

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematical methods of operations research
1. Verfasser: Wanka, Gert (VerfasserIn)
Weitere Verfasser: Göhler, Lars (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2001
Schlagworte:
Portfolio-Management > Pareto-Optimum > Mathematische Optimierung > Theorie > Aufsatz in Zeitschrift
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