THE EFFICIENT FRONTIER OF LONG-SHORT PORTFOLIOS

DOI10.1142/S0219024902001717zbMath1107.91326MaRDI QIDQ3022080

Françoise Charpin, Dominique Lacaze

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

hedge fundslong-short strategies

Mathematics Subject Classification ID

Related Items (3)

LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION ⋮ THE CHARPIN–LACAZE RESPONSE TO C. C. Y. KWAN'S PAPER "LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION" ⋮ LONG-SHORT STRATEGIES: AN EXTENSION

Cites Work

• Penalty methods for mathematical programming in \(E^n\) with general constraint sets

This page was built for publication: THE EFFICIENT FRONTIER OF LONG-SHORT PORTFOLIOS