| Reference Type | Journal (article/letter/editorial) |
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| Title | Convex duality in constrained mean-variance portfolio optimization |
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| Journal | Advances in Applied Probability |
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| Authors | Labbé, Chantal | Author |
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| Heunis, Andrew J. | Author |
| Year | 2007 (March) | Volume | 39 |
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| Issue | 1 |
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| Publisher | Cambridge University Press (CUP) |
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| DOI | doi:10.1239/aap/1175266470Search in ResearchGate |
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| Generate Citation Formats |
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| Mindat Ref. ID | 9357124 | Long-form Identifier | mindat:1:5:9357124:9 |
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| GUID | 0 |
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| Full Reference | Labbé, Chantal, Heunis, Andrew J. (2007) Convex duality in constrained mean-variance portfolio optimization. Advances in Applied Probability, 39 (1). 77-104 doi:10.1239/aap/1175266470 |
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| Plain Text | Labbé, Chantal, Heunis, Andrew J. (2007) Convex duality in constrained mean-variance portfolio optimization. Advances in Applied Probability, 39 (1). 77-104 doi:10.1239/aap/1175266470 |
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| In | (2007, March) Advances in Applied Probability Vol. 39 (1) Cambridge University Press (CUP) |
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