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"Optimal portfolio choice under a liability constraint."

Leszek S. Zaremba, Wlodzimierz H. Smolenski (2000)

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DOI: 10.1023/A%3A1018996712442

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/ZarembaS00
Leszek S. Zaremba, Wlodzimierz H. Smolenski:
Optimal portfolio choice under a liability constraint. Ann. Oper. Res. 97(1-4): 131-141 (2000)

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