Primary Article
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.
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