Multiperiod portfolio optimization models in stochastic markets using the mean–variance approach

✍ Scribed by U. Çelikyurt; S. Özekici

• Book ID: 108116964
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 278 KB
• Volume: 179
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/j.ejor.2005.02.079