scientific article; zbMATH DE number 1782384

MaRDI QIDQ4545629zbMATH OpenFDO

Authors Shiyong Cao, Qingli Da

Publication date 15 August 2002

zbMATH Keywords

critical lineportfolio selectionshort sales

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

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Cited in

(2)

• Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling
• LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION

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