A Linear Programming Formulation of the General Portfolio Selection Problem
| Year of publication: |
1973
|
|---|---|
| Authors: | Stone, Bernell K. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 8.1973, 04, p. 621-636
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |