Publications

2 results at Applied Stochastic Models and Data Analysis

Linear‐quadratic efficient frontiers for portfolio optimization
- - Alan J. King
  - David L. Jensen
- 1992
- 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

Linear‐quadratic efficient frontiers for portfolio optimization