@misc{KraftSteffensen2012,
  author    = {Holger Kraft and Mogens Steffensen},
  title     = {A dynamic programming approach to constrained portfolios},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {2012, 07},
  pages     = {56 S.},
  year      = {2012}
}