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Standardized versus customized portfolio: a compensating variation approach

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https://hal-cyu.archives-ouvertes.fr/hal-03679717
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Friday, May 27, 2022 - 12:47:12 AM
Last modification on : Friday, August 5, 2022 - 2:46:00 PM

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André de Palma, Jean-Luc Prigent. Standardized versus customized portfolio: a compensating variation approach. Annals of Operations Research, 2009, 165 (1), pp.161-185. ⟨10.1007/s10479-008-0447-6⟩. ⟨hal-03679717⟩

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