A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result (Q4921214)
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scientific article; zbMATH DE number 6165395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result |
scientific article; zbMATH DE number 6165395 |
Statements
A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result (English)
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23 May 2013
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Lagrange multiplier
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optimization
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mean-variance portfolio selection
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