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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
International portfolio management with affine policies

Participants in the publication
Raquel J. Fonseca (Author)
Dep. Estatística e Investigação Operacional
CMAFcIO - Centro de Matemática, Aplicações Fundamentais e Investigação Operacional
Berç Rustem (Author)

Date of Publication
2012-11

Where published
European Journal of Operational Research

Publication Identifiers
ISSN - 0377-2217

Publisher
Elsevier BV

Volume
223
Number
1

Number of pages
10
Starting page
177
Last page
187

Document Identifiers
DOI - https://doi.org/10.1016/j.ejor.2012.06.001
URL - http://dx.doi.org/10.1016/j.ejor.2012.06.001

Rankings
SCOPUS Q1 (2012) - 2.418 - Management Science and Operations Research


Export

APA
Raquel J. Fonseca, Berç Rustem, (2012). International portfolio management with affine policies. European Journal of Operational Research, 223, 177-187. ISSN 0377-2217. eISSN . http://dx.doi.org/10.1016/j.ejor.2012.06.001

IEEE
Raquel J. Fonseca, Berç Rustem, "International portfolio management with affine policies" in European Journal of Operational Research, vol. 223, pp. 177-187, 2012. 10.1016/j.ejor.2012.06.001

BIBTEX
@article{39255, author = {Raquel J. Fonseca and Berç Rustem}, title = {International portfolio management with affine policies}, journal = {European Journal of Operational Research}, year = 2012, pages = {177-187}, volume = 223 }