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OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION |
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Title: |
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION |
Author: |
Li, Duan Sun, Xiaoling Wang, Jun |
Appeared in: |
Mathematical finance |
Paging: |
Volume 16 (2006) nr. 1 pages 83-101 |
Year: |
2006-01 |
Contents: |
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Publisher: |
Blackwell Publishing, Inc., 350 Main Street, Malden, MA02148, USA, and 9600 Garsington Road, OxfordOX4 2DQ, UK. |
Source file: |
Elektronische Wetenschappelijke Tijdschriften |
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