Linear‐quadratic efficient frontiers for portfolio optimization
- Alan J. King
- David L. Jensen
- 1992
- Applied Stochastic Models and Data Analysis
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This is our catalog of publications authored by IBM researchers, in collaboration with the global research community. It’s an ever-growing body of work that shows why IBM is one of the most important contributors to modern computing.
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2 results at Applied Stochastic Models and Data Analysis
Tracking models and the optimal regret distribution in asset allocation
- Ron S. Dembo
- Alan J. King
- 1992
- Applied Stochastic Models and Data Analysis