Minho Lee, Roy H. Kwon, Chi-Guhn Lee. Bounds for portfolio weights in decentralized asset allocation. INFOR, 54(4):344-354, 2016. [doi]
@article{LeeKL16-10,
title = {Bounds for portfolio weights in decentralized asset allocation},
author = {Minho Lee and Roy H. Kwon and Chi-Guhn Lee},
year = {2016},
doi = {10.1080/03155986.2016.1231493},
url = {https://doi.org/10.1080/03155986.2016.1231493},
researchr = {https://researchr.org/publication/LeeKL16-10},
cites = {0},
citedby = {0},
journal = {INFOR},
volume = {54},
number = {4},
pages = {344-354},
}