Optimal portfolio selection

DOI10.1080/0020739830140308zbMATH Open0515.90003OpenAlexW2091226029MaRDI QIDQ3662930FDOQ3662930

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

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• Entropy maximization models in regional and urban planning

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