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"Optimal deviations from an asset allocation."

Ekaterina M. Gratcheva, James E. Falk (2003)

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DOI: 10.1016/S0305-0548(02)00097-7

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - journals/cor/GratchevaF03
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  - https://dblp.org/rec/journals/cor/GratchevaF03
Ekaterina M. Gratcheva, James E. Falk:
Optimal deviations from an asset allocation. Comput. Oper. Res. 30(11): 1643-1659 (2003)

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