An Algorithm for Deriving the Capital Market Line

DOI10.1287/MNSC.23.11.1183MaRDI QIDQ4145086zbMATH OpenOpenAlexFDO

Authors Gordon J. Alexander

Publication date 1977

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.23.11.1183

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Cited in

(1)

• Applications of Quadratic Programming

Describes a project that uses

Uses Software

• Algorithm 431

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