%0 Journal Article %1 journals/eor/BernardV14 %A Bernard, Carole %A Vanduffel, Steven %D 2014 %J Eur. J. Oper. Res. %K dblp %N 2 %P 469-480 %T Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. %U http://dblp.uni-trier.de/db/journals/eor/eor234.html#BernardV14 %V 234

@article{journals/eor/BernardV14, added-at = {2022-04-09T00:00:00.000+0200}, author = {Bernard, Carole and Vanduffel, Steven}, biburl = {https://www.bibsonomy.org/bibtex/29ed3a5d0c59cf3837421e198ff650de4/dblp}, ee = {https://doi.org/10.1016/j.ejor.2013.06.023}, interhash = {694a84fcf5c89a782da5e775c886046c}, intrahash = {9ed3a5d0c59cf3837421e198ff650de4}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 2, pages = {469-480}, timestamp = {2024-04-09T01:09:43.000+0200}, title = {Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor234.html#BernardV14}, volume = 234, year = 2014 }