Portfolio Optimization with Shortfall Constraints: A Confidence-Limit Approach to Managing Downside Risk
Martin L. Leibowitz and Roy D. HenrikssonТом:
45
Мова:
english
Журнал:
Financial Analysts Journal
DOI:
10.2307/4479203
Date:
March, 1989
Файл:
PDF, 1.03 MB
english, 1989