A note on the kinks at the mean variance frontier (Q1806901)
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scientific article; zbMATH DE number 1358465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the kinks at the mean variance frontier |
scientific article; zbMATH DE number 1358465 |
Statements
A note on the kinks at the mean variance frontier (English)
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2 May 2001
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portfolio analysis
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parametric quadratic programming
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0.8451019
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0.8393659
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0.83621675
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0.8352716
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0.83431906
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0.8304419
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