Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection-Reference-Cited by-同舟云学术

Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection

Published:2014-04 Issue:2 Volume:234 Page:469-480
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bernard C.,Vanduffel S.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference35 articles.

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5. Bernard, C., Boyle, P. P., & Vanduffel, S. (2013).Explicit representation of cost-efficient strategies. Working paper available at SSRN.

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