Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
| Year of publication: |
2001
|
|---|---|
| Authors: | Jensen, Bjarne Astrup |
| Publisher: |
Frederiksberg : Handelshøjskolan i København, Inst. for Finansiering |
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
| Extent: | Online-Ressource, 373 KB, text |
|---|---|
| Series: | Working paper / Institut for Finansiering, Handelshøjskolen i København. - Frederiksberg, ZDB-ID 2822202-7. - Vol. 2001-2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 04-98-01 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001602847