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Output details

19 - Business and Management Studies

London Business School

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Output 0 of 0 in the submission
Article title

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

Type
D - Journal article
Title of journal
Management Science
Article number
-
Volume number
55
Issue number
5
First page of article
798
ISSN of journal
1526-5501
Year of publication
2009
URL
-
Number of additional authors
3
Additional information
-
Interdisciplinary
Yes
Cross-referral requested
-
Research group
D - Management Science and Operations
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-