Portfolio optimization

Aytac Ilhan, Mattias Jonsson, Ronnie Sircar

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English (US)
Title of host publication	Indifference Pricing
Subtitle of host publication	Theory and Applications
Publisher	Princeton University Press
Pages	183-210
Number of pages	28
ISBN (Print)	9780691138831
State	Published - Dec 29 2008

All Science Journal Classification (ASJC) codes

@inbook{79d6a4c5c5324d719d2d9fefc49054f9,

title = "Portfolio optimization",

author = "Aytac Ilhan and Mattias Jonsson and Ronnie Sircar",

year = "2008",

month = dec,

day = "29",

language = "English (US)",

isbn = "9780691138831",

pages = "183--210",

booktitle = "Indifference Pricing",

publisher = "Princeton University Press",

address = "United States",

}

TY - CHAP

T1 - Portfolio optimization

AU - Ilhan, Aytac

AU - Jonsson, Mattias

AU - Sircar, Ronnie

PY - 2008/12/29

Y1 - 2008/12/29

UR - http://www.scopus.com/inward/record.url?scp=84884015815&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84884015815&partnerID=8YFLogxK

M3 - Chapter

AN - SCOPUS:84884015815

SN - 9780691138831

SP - 183

EP - 210

BT - Indifference Pricing

PB - Princeton University Press

ER -