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"Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions."

Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz (2005)

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DOI: 10.1287/OPRE.1050.0212

access: closed

type: Journal Article

metadata version: 2020-03-31

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Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz:
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. Oper. Res. 53(4): 586-599 (2005)

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