A note on the analytics and geometry of limiting mean : variance investment opportunity sets
Year of publication: |
1997
|
---|---|
Authors: | Korkie, Robert M. ; Turtle, Harry J. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 9.1997, 3, p. 289-300
|
Subject: | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Finanzmathematik | Mathematical finance | Theorie | Theory |
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