Optimal portfolio selection

DOI10.1080/0020739830140308MaRDI QIDQ3662930zbMATH OpenOpenAlexFDO

Authors J. N. Kapur

Publication date 1983

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020739830140308

zbMATH Keywords

Pareto optimizationintroductionmaximum expected utilitymean-variance efficient portfolioscritical-line method

Mathematics Subject Classification ID

Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

Cites work

• scientific article; zbMATH DE number 5122486 (Why is no real title available?)
• scientific article; zbMATH DE number 3662819 (Why is no real title available?)
• Entropy maximization models in regional and urban planning

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