The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints
In: Asset allocation and international investments : Basingstoke, Hampshire [u.a.], pg. 80-95. 2007
Buch
Zugriff:
Titel: |
The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints
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Autor/in / Beteiligte Person: | Čumova, Denisa ; Moreno, David ; Nawrocki, David N. |
Quelle: | Asset allocation and international investments : Basingstoke, Hampshire [u.a.], pg. 80-95. 2007 |
Veröffentlichung: | 2007 |
Medientyp: | Buch |
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