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"A mean-variance portfolio selection problem subject to a benchmark ..."

Sheung Chi Phillip Yam, S. P. Yung, J. H. Zhou (2013)

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DOI: 10.3233/RDA-2012-0075

access: closed

type: Journal Article

metadata version: 2020-09-01

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Sheung Chi Phillip Yam, S. P. Yung, J. H. Zhou:
A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result. Risk Decis. Anal. 4(1): 25-38 (2013)

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