Optimal portfolios with minimum capital requirements

AAP Santos, FJ Nogales, Esther Ruiz, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

19 Citations (Scopus)
Original languageEnglish
Pages (from-to)1928-1942
Number of pages15
JournalJournal of Banking and Finance
Volume36
Issue number7
DOIs
Publication statusPublished - 2012

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