Portfolio Optimization by a Bivariate Functional of the Mean and Variance
Crossref DOI link: https://doi.org/10.1007/s10957-020-01664-3
Published Online: 2020-04-27
Published Print: 2020-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Landsman, Z.
Makov, U.
Shushi, T.
Funding for this research was provided by:
Israel Science Foundation (1686/17)
Text and Data Mining valid from 2020-04-27
Version of Record valid from 2020-04-27
Article History
Received: 20 August 2019
Accepted: 25 March 2020
First Online: 27 April 2020