Work

Portfolio Optimization Within a Surplus Framework

Year: 1988

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v44.n2.43

Authors: Martin L. Leibowitz, Roy D. Henriksson

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: W2174266116

FWCI: 3.25

Cites: 1

Cited by: 41

Related to: 10