Optimal Portfolios with Bounded Capital at Risk
Author:
Affiliation:
1. Center of Mathematical Sciences, Munich University of Technology, Germany,
2. Department of Mathematics, University of Kaiserslautern, Germany
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9965.00121
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