Optimal portfolio choice under a liability constraint
type: Item
instance of: scholarly article
title: Optimal portfolio choice under a liability constraint
zbMATH Open document ID: 0962.91032
DOI: 10.1023/A:1018996712442
author: Leszek S. Zaremba
author: Włodzimierz H. Smoleński
published in: Annals of Operations Research
publication date: 2001-01-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1554245
MaRDI profile type: Publication
full work available at URL: a:1018996712442
OpenAlex ID: W45909027
description: scientific article; zbMATH DE number 1554245