Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
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Publication:1068675
DOI10.1016/0377-2217(86)90295-XzbMath0582.90006MaRDI QIDQ1068675
Publication date: 1986
Published in: European Journal of Operational Research (Search for Journal in Brave)
Applications of mathematical programming (90C90) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Portfolio theory (91G10)
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