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

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