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

Publikation: Working paperForskning

11 Downloads (Pure)
OriginalsprogEngelsk
UdgivelsesstedKøbenhavn
UdgiverCopenhagen Business School [wp]
Antal sider28
ISBN (Trykt)8790705475
StatusUdgivet - 2001

Emneord

  • Porteføljeanalyse

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