Mean variance efficient portfolios by linear programming

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Mean variance efficient portfolios by linear programming

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dc.contributor.author Astrup Jensen, Bjarne en_US
dc.date.accessioned 2009-02-04T10:26:20Z
dc.date.available 2009-02-04T10:26:20Z
dc.date.issued 2001-04-03T00:00:00Z en_US
dc.identifier.isbn 8790705475 en_US
dc.identifier.uri http://hdl.handle.net/10398/7186
dc.format.extent 28 s. en_US
dc.language eng en_US
dc.relation.ispartofseries Working paper;WP 2001-2 en_US
dc.subject.other porteføljeanalyse en_US
dc.title Mean variance efficient portfolios by linear programming en_US
dc.type wp en_US
dc.accessionstatus EKSTRA AAmodt01apr19 ksh en_US
dc.contributor.corporation Handelshøjskolen i København. HHK en_US
dc.contributor.corporation Copenhagen Business School. CBS en_US
dc.contributor.corporationshort Institut for Finansiering. FI en_US
dc.contributor.corporationshort Department of Finance. DF en_US
dc.contributor.department Institut for Finansiering en_US
dc.contributor.departmentshort FI en_US
dc.contributor.departmentuk Department of Finance en_US
dc.contributor.departmentukshort DF en_US
dc.idnumber 8790705475 en_US
dc.publisher.city København en_US
dc.publisher.year 2001 en_US
dc.title.subtitle a review of some portfolio selection criteria of Elton, Gruber and Padberg en_US


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