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"Optimal portfolio selection and dynamic benchmark tracking."

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

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DOI: 10.1016/J.EJOR.2003.12.001

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - 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)

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