Positively weighted minimum-variance portfolios and the structure of asset expected returns
Michael J. Best and Robert R. Grauer
| Year of publication: |
1992
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|---|---|
| Authors: | Best, Michael J. |
| Other Persons: | Grauer, Robert R. (contributor) |
| 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. 27.1992, 4, p. 513-537
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10001137817