Single-Period Markowitz Portfolio Selection, Performance Gauging, and Duality: A Variation on the Luenberger Shortage Function

✍ Scribed by W. Briec; K. Kerstens; J.B. Lesourd

• Book ID: 111595330
• Publisher: Springer
• Year: 2004
• Tongue: English
• Weight: 194 KB
• Volume: 120
• Category: Article
• ISSN: 0022-3239
• DOI: 10.1023/b:jota.0000012730.36740.bb