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

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Original language	English
Place of Publication	København
Publisher	Copenhagen Business School [wp]
Number of pages	28
ISBN (Print)	8790705475
Publication status	Published - 2001

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author = "\{Astrup Jensen\}, Bjarne",

year = "2001",

language = "English",

isbn = "8790705475",

publisher = "Copenhagen Business School [wp]",

address = "Denmark",

type = "WorkingPaper",

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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

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