Mean variance efficient portfolios by linear programming

OPEN ARCHIVE

Union Jack
Dannebrog

Mean variance efficient portfolios by linear programming

Show full item record

Title: Mean variance efficient portfolios by linear programming
a review of some portfolio selection criteria of Elton, Gruber and Padberg
Author: Astrup Jensen, Bjarne
URI: http://hdl.handle.net/10398/7186
Date: 2001-04-03

Creative Commons License This work is licensed under a Creative Commons License.

Files Size Format View
astrup_wp2001-2.pdf 365.1Kb PDF View/Open

This item appears in the following Collection(s)

Show full item record