Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz

被引：0
|
作者：
Jacobs, Bruce I. [1 ]
Levy, Kenneth N. [1 ]
机构：
[1] Jacobs Levy Equ Management, Florham Pk, NJ USA
来源：
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年
关键词：
LONG-SHORT PORTFOLIOS; SIMPLE CRITERIA; SELECTION; OPTIMIZATION;
D O I：
10.1007/978-0-387-77439-8_19
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：529 / 550
页数：22
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