Target achieving portfolio under model misspecification: quadratic optimization framework

Tytuł:
Target achieving portfolio under model misspecification: quadratic optimization framework
Czasopismo:
Rok:
2012

Strony:
425-443

Tom (seria wydawnicza):
39

Numer DOI:
10.4064/am39-4-3

Link:
http://journals.impan.gov.pl/cgi-bin/am/pdf?am39-4-03