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

Research output: Working paperResearch

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Original languageEnglish
Place of PublicationKøbenhavn
PublisherCopenhagen Business School [wp]
Number of pages28
ISBN (Print)8790705475
Publication statusPublished - 2001

Cite this

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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]",
address = "Denmark",
type = "WorkingPaper",
institution = "Copenhagen Business School [wp]",

}

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 -