"Portfolio Optimization by a Bivariate Functional of the Mean and Variance."

Zinoviy Landsman, Udi E. Makov, Tomer Shushi (2020)

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DOI: 10.1007/S10957-020-01664-3

access: closed

type: Journal Article

metadata version: 2021-05-17

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Zinoviy Landsman, Udi E. Makov, Tomer Shushi:
Portfolio Optimization by a Bivariate Functional of the Mean and Variance. J. Optim. Theory Appl. 185(2): 622-651 (2020)

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