"Optimal portfolio selection and dynamic benchmark tracking."

Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst (2005)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2003.12.001

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/GaivoronskiKW05
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/GaivoronskiKW05
Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst:
Optimal portfolio selection and dynamic benchmark tracking. Eur. J. Oper. Res. 163(1): 115-131 (2005)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.