Optimal portfolio selection and dynamic benchmark tracking

Alexei A. Gaivoronski, Sergiy Krylov, and Nico van der Wijst

European Journal of Operational Research
Volume 163, Issue 1, 16 May 2005, Pages 115-131
Financial Modelling and Risk Management

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2 The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
Author: Ortobelli Lozza, Sergio

Journal Name: Theory and Decision

Cover Date: 2001-12-01
Publisher: Springer Netherlands
Issn: 0040-5833
Subject: Business and Economics
Start Page: 297
End Page: 328
Volume: 51
Issue: 2
Url: http://dx.doi.org/10.1023/A:1015511211848
Doi: 10.1023/A:1015511211848
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