Carole Bernard, Rob H. De Staelen, Steven Vanduffel. Optimal portfolio choice with benchmarks. JORS, 70(10):1600-1621, 2019. [doi]
@article{BernardSV19,
title = {Optimal portfolio choice with benchmarks},
author = {Carole Bernard and Rob H. De Staelen and Steven Vanduffel},
year = {2019},
doi = {10.1080/01605682.2018.1470066},
url = {https://doi.org/10.1080/01605682.2018.1470066},
researchr = {https://researchr.org/publication/BernardSV19},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {70},
number = {10},
pages = {1600-1621},
}