Multiportfolio Optimization: A Natural Next Step

Handbook of Portfolio Construction ◽

10.1007/978-0-387-77439-8_21 ◽

2010 ◽

pp. 565-581 ◽

Author(s):

Martin W. P. Savelsbergh ◽

Robert A. Stubbs ◽

Dieter Vandenbussche

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