Portfolio selection with conservative short-selling

Finance Research Letters, Volume 18, August 2016, Pages 363-369

Author(s):

Jang HoKim

Department of Industrial and Management Systems Engineering, Kyung Hee University, Republic of Korea

Woo ChangKim

Department of Industrial and Systems Engineering, KAIST, Republic of Korea

Frank J.Fabozzi

EDHEC Business School

Finance Research Letters, Volume 18, August 2016, Pages 363-369

Type: Academic publication
Date: le 01/08/2016
Research Cluster : Finance
Source : Finance Research Letters

See Also

Raman Uppal appointed as new chairman of the Society for Financial Studies (SFS) Council
News
- 21-09-2018
Raman Uppal, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk...
EDHEC - Risk’s annual European ETF and Smart Beta Survey results show growing demand for new developments in existing Smart Beta offerings
News
- 20-09-2018
EDHEC-Risk Institute has announced the results of the 11th EDHEC European ETF and Smart...
5 tips to kick-off your MBA successfully as an international student
News
- 18-09-2018
Whether your ambition is to boost your career, learn the latest in leadership, expand...
Asset Pricing Conference: Major Advances, Nobel Prize and Eminent experts
News
- 12-09-2018
EDHEC Business School, the Fama-Miller Center at Chicago Booth, and the Review of...