Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration
Year of publication: |
1993
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---|---|
Authors: | Kwan, Clarence C. Y. ; Yuan, Yufei |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 45.1993, 1, p. 91-98
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Publisher: |
Elsevier |
Saved in:
Online Resource
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