Work

Some Solvable Portfolio Problems with Quadratic and Collective Objectives

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1577265

Authors: Esben Masotti Kryger, Mogens Steffensen

Institution: University of Copenhagen

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1553692176

Cites: 9

Cited by: 60

Related to: 10