Primary Article
Asset allocation under shortfall constraints
Martin L. Leibowitz and Stanley Kogelman
The Journal of Portfolio Management Winter 1991, 17 (2) 18-23; DOI: https://doi.org/10.3905/jpm.1991.409309
Martin L. Leibowitz
Managing Director
Stanley Kogelman
Vice President, at Salomon Brothers Inc in New York (IVY 10006).
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In this issue
Asset allocation under shortfall constraints
Martin L. Leibowitz, Stanley Kogelman
The Journal of Portfolio Management Jan 1991, 17 (2) 18-23; DOI: 10.3905/jpm.1991.409309