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| Chapter title |
Portfolio Optimization
|
|---|---|
| Chapter number | 11 |
| Book title |
A Benchmark Approach to Quantitative Finance
|
| Published by |
Springer, Berlin, Heidelberg, January 2006
|
| DOI | 10.1007/978-3-540-47856-0_11 |
| Book ISBNs |
978-3-54-026212-1, 978-3-54-047856-0
|
| Authors |
Eckhard Platen, David Heath |