"Characterization of efficient frontier for mean-variance model with a ..."

Haixiang Yao et al. (2013)

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DOI: 10.1016/J.AMC.2013.07.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng:
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Appl. Math. Comput. 220: 770-782 (2013)

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