Portfolio leverage in asset allocation problems

DOI10.1007/978-3-030-34960-8_5zbMath1457.91348OpenAlexW3002640408MaRDI QIDQ2215999

Pierpaolo Uberti, Mario Alessandro Maggi

Publication date: 15 December 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-34960-8_5

zbMATH Keywords

portfolio optimizationasset allocationportfolio leverage

Mathematics Subject Classification ID

Portfolio theory (91G10)

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