Evaluating portfolio policies
Subtitle: a duality approach
By: Martin B. Haugh, Leonid Kogan, Jiang Wang.
Contributors: Kogan, Leonid, 1974-; Wang, Jiang, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9861.; Working paper series (National Bureau of Economic Research) -- working paper no. 9861.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 24
Subjects: Investments -- Mathematical models; Portfolio management -- Mathematical models
Notes: "July 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).