default search action

combined dblp search
author search
venue search
publication search

ask others

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

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

> Home

Details and statistics

DOI: 10.1287/OPRE.1050.0212

access: closed

type: Journal Article

metadata version: 2020-03-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ior/JacobsLM05
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ior/JacobsLM05
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.