Work

Benchmarking Mean-Variance Portfolios Using a Shortage Function: The Choice of Direction Vector

Year: 2010

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Kristiaan Kerstens, Amine Mounir, Ignace Van de Woestyne

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2134968589

Cites: 24

Cited by: 3

Related to: 10