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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian, Wimmer, Maximilian, Hirschberger, Markus, Steuer, Ralph E.Volume:
234
Langue:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.07.024
Date:
April, 2014
Fichier:
PDF, 645 KB
english, 2014