An analytic derivation of admissible efficient frontier with borrowing
Year of publication: |
2008
|
---|---|
Authors: | Zhang, Wei-guo ; Wang, Ying-luo |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 184.2008, 1 (1.1.), p. 229-243
|
Subject: | Derivat | Derivative | Theorie | Theory | Technische Effizienz | Technical efficiency | Portfolio-Management | Portfolio selection |
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