Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
From MaRDI portal
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)
90C90: Applications of mathematical programming
90C20: Quadratic programming
90C31: Sensitivity, stability, parametric optimization
91G10: Portfolio theory
