Mean-variance portfolio selection with either a singular or nonsingular variance-covariance matrix
Year of publication: |
1977
|
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Authors: | Buser, Stephen A. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 12.1977, 3, p. 347-361
|
Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik |
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