"The benefits of differential variance-based constraints in portfolio ..."

Haim Levy, Moshe Levy (2014)

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DOI: 10.1016/J.EJOR.2013.04.019

access: closed

type: Journal Article

metadata version: 2020-02-21

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Haim Levy, Moshe Levy:
The benefits of differential variance-based constraints in portfolio optimization. Eur. J. Oper. Res. 234(2): 372-381 (2014)

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