Optimal investment strategies with a minimum performance constraint. Barucci, E., Marazzina, D., & Mastrogiacomo, E. Ann. Oper. Res., 299(1):215–239, 2021.
Optimal investment strategies with a minimum performance constraint [link]Paper  doi  bibtex   
@article{DBLP:journals/anor/BarucciMM21,
  author       = {Emilio Barucci and
                  Daniele Marazzina and
                  Elisa Mastrogiacomo},
  title        = {Optimal investment strategies with a minimum performance constraint},
  journal      = {Ann. Oper. Res.},
  volume       = {299},
  number       = {1},
  pages        = {215--239},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03348-2},
  doi          = {10.1007/S10479-019-03348-2},
  timestamp    = {Thu, 29 Apr 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BarucciMM21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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