Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg
by Bjarne Astrup Jensen
| Year of publication: |
2001
|
|---|---|
| Authors: | Jensen, Bjarne Astrup |
| Publisher: |
Frederiksberg |
| Subject: | mean variance approach | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | 28 S |
|---|---|
| Series: | Working paper. - Frederiksberg : Department of Finance, Copenhagen Business School, ISSN 0903-0352, ZDB-ID 2929429-0. - Vol. 2001,2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 27 |
| ISBN: | 87-90705-47-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001553946