An analytic derivation of admissible efficient frontier with borrowing
Wei-Guo Zhang; Ying-Luo Wang
| 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: | Theorie | Theory | Derivat | Derivative | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003768188