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scientific article; zbMATH DE number 1778182

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Publication:4544082
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zbMATH Open1008.91057MaRDI QIDQ4544082FDOQ4544082


Authors: Wei-Guo Zhang, Zankan Nie Edit this on Wikidata


Publication date: 11 August 2002



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



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zbMATH Keywords

riskless assetefficient portfolio setsnot selling shortuncorrelated securities


Mathematics Subject Classification ID

Portfolio theory (91G10)



Cited In (5)

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  • An analytic derivation of admissible efficient frontier with borrowing
  • The optimal analytical solution to a portfolio model for uncorrelated assets
  • Calculation of Investment Portfolios with Risk Free Borrowing and Lending





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