Short sales restrictions and kinks on the mean variance frontier
Year of publication: |
1984
|
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Authors: | Dybvig, Philip H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 1, p. 239-244
|
Subject: | Portfolio-Theorie | Mathematik | Matrizenrechnung und Vektorrechnung |
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