Portfolio optimization

Aytac Ilhan, Mattias Jonsson, Ronnie Sircar

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish (US)
Title of host publicationIndifference Pricing
Subtitle of host publicationTheory and Applications
PublisherPrinceton University Press
Number of pages28
ISBN (Print)9780691138831
StatePublished - Dec 29 2008

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)
  • Business, Management and Accounting(all)

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    Ilhan, A., Jonsson, M., & Sircar, R. (2008). Portfolio optimization. In Indifference Pricing: Theory and Applications (pp. 183-210). Princeton University Press.