A linear risk-return model for enhanced indexation in portfolio optimization. Bruni, R., Cesarone, F., Scozzari, A., & Tardella, F. OR Spectr., 37(3):735–759, 2015.
Paper doi bibtex @article{DBLP:journals/ors/BruniCST15,
author = "Bruni, Renato and Cesarone, Francesco and Scozzari, Andrea and Tardella, Fabio",
title = "A linear risk-return model for enhanced indexation in portfolio optimization",
journal = "{OR} Spectr.",
volume = "37",
number = "3",
pages = "735--759",
year = "2015",
url = "https://doi.org/10.1007/s00291-014-0383-6",
doi = "10.1007/S00291-014-0383-6",
timestamp = "Fri, 06 Mar 2020 00:00:00 +0100",
biburl = "https://dblp.org/rec/journals/ors/BruniCST15.bib",
bibsource = "dblp computer science bibliography, https://dblp.org"
}
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