Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework.

Autor: Mondal, Dipankar1,2 (AUTHOR) dipankarcmi@gmail.com, Selvaraju, N.1 (AUTHOR)
Zdroj: OR Spectrum. Mar2022, Vol. 44 Issue 1, p225-248. 24p.
Databáze: Academic Search Ultimate
Nepřihlášeným uživatelům se plný text nezobrazuje