A note on the Markowitz risk minimization and the Sharpe angle maximization models
Year of publication: |
2002
|
---|---|
Authors: | Yang, Chin-wei ; Hung, Ken ; Yang, Felicia A. |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 9.2002, p. 21-29
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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