PORTFOLIO OPTIMIZATION UNDER TRACKING ERROR AND WEIGHTS CONSTRAINTS.

Autor:	Bajeux-Besnainou, Isabelle, Belhaj, Riadh, Maillard, Didier, Portait, Roland
Zdroj:	Journal of Financial Research. Summer2011, Vol. 34 Issue 2, p295-330. 36p. 9 Diagrams, 4 Charts.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu