Introduction to the special issue on portfolio construction and risk management
Authors:
M. A. H. Dempster a;
Gautam Mitra b;
Georg Ch. Pflug c
| Affiliations: | a Centre for Financial Research, Judge Business School, University of Cambridge & Cambridge Systems Associates Limited, Laxenburg, Austria |
| b Centre for the Analysis of Risk and Optimization Modelling Applications, School of Information Systems, Computing and Mathematics, Department of Mathematics & Statistics, Brunel University & OptiRisk Systems Limited, Laxenburg, Austria | |
| c Department of Statistics and Decision Support Systems, University of Vienna & International Institute for Applied Systems Analysis, Laxenburg, Austria |
DOI:
10.1080/14697680701562561
Publication Frequency:
8 issues per year
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