Portfolio Evaluation and Benchmark Selection: A Mathematical Programming Approach

Kathryn Wilkens; Joe Zhu

doi:10.3905/jai.2001.319003

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Portfolio Evaluation and Benchmark Selection

A Mathematical Programming Approach

Kathryn Wilkens and Joe Zhu

The Journal of Alternative Investments Summer 2001, 4 (1) 9-19; DOI: https://doi.org/10.3905/jai.2001.319003

Kathryn Wilkens

Assistant professor of finance in the Department of Management at Worcester Polytechnic Institute in Worcester, MA.

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Joe Zhu

Assistant professor of operations in the Department of Management at Worcester Polytechnic Institute in Worcester, MA.

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Portfolio Evaluation and Benchmark Selection

Kathryn Wilkens, Joe Zhu

The Journal of Alternative Investments Jun 2001, 4 (1) 9-19; DOI: 10.3905/jai.2001.319003

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Portfolio Evaluation and Benchmark Selection

Kathryn Wilkens, Joe Zhu

The Journal of Alternative Investments Jun 2001, 4 (1) 9-19; DOI: 10.3905/jai.2001.319003

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A Mathematical Programming Approach

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