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A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result.

Sheung Chi Phillip YamS. P. YungJ. H. Zhou
Published in: Risk Decis. Anal. (2013)
Keyphrases
  • portfolio selection
  • artificial intelligence
  • database
  • real world
  • knowledge base
  • case study
  • relational databases
  • utility function