scientific article; zbMATH DE number 2062057

zbMATH Open1060.91073MaRDI QIDQ4458940FDOQ4458940

Authors: Shuzhong Shi, Jie Yang 

Publication date: 25 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

mean-variance analysisefficient portfolio frontierMarkowitz portfolio selection theory

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (4)

• Efficient subset for portfolio with singular covariance matrix
• Title not available (Why is that?)
• Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling
• Title not available (Why is that?)

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