"Active allocation of systematic risk and control of risk sensitivity in ..."

Yingjie Li et al. (2013)

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DOI: 10.1016/J.EJOR.2013.02.016

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yingjie Li, Shushang Zhu, Donghui Li, Duan Li:
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization. Eur. J. Oper. Res. 228(3): 556-570 (2013)

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