Mean variance efficient portfolios by linear programming: a review of some portfolio selection criteria of Elton, Gruber and Padberg

Publikation: Working paper › Forskning

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Originalsprog	Engelsk
Udgivelsessted	København
Udgiver	Copenhagen Business School [wp]
Antal sider	28
ISBN (Trykt)	8790705475
Status	Udgivet - 2001

Emneord

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publisher = "Copenhagen Business School [wp]",

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PB - Copenhagen Business School [wp]

CY - København

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