| Original language | English |
|---|---|
| Place of Publication | København |
| Publisher | Copenhagen Business School [wp] |
| Number of pages | 28 |
| ISBN (Print) | 8790705475 |
| Publication status | Published - 2001 |
Cite this
Astrup Jensen, B. (2001). Mean variance efficient portfolios by linear programming: a review of some portfolio selection criteria of Elton, Gruber and Padberg. København: Copenhagen Business School [wp].
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title = "Mean variance efficient portfolios by linear programming: a review of some portfolio selection criteria of Elton, Gruber and Padberg",
keywords = "Portef{\o}ljeanalyse",
author = "{Astrup Jensen}, Bjarne",
year = "2001",
language = "English",
isbn = "8790705475",
publisher = "Copenhagen Business School [wp]",
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Astrup Jensen, B 2001 'Mean variance efficient portfolios by linear programming: a review of some portfolio selection criteria of Elton, Gruber and Padberg' Copenhagen Business School [wp], København.
Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg. / Astrup Jensen, Bjarne.
København : Copenhagen Business School [wp], 2001.Research output: Working paper › Research
TY - UNPB
T1 - Mean variance efficient portfolios by linear programming
T2 - a review of some portfolio selection criteria of Elton, Gruber and Padberg
AU - Astrup Jensen, Bjarne
PY - 2001
Y1 - 2001
KW - Porteføljeanalyse
M3 - Working paper
SN - 8790705475
BT - Mean variance efficient portfolios by linear programming
PB - Copenhagen Business School [wp]
CY - København
ER -
Astrup Jensen B. Mean variance efficient portfolios by linear programming: a review of some portfolio selection criteria of Elton, Gruber and Padberg. København: Copenhagen Business School [wp]. 2001.