OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT

From MaRDI portal
Publication:5854325

DOI10.1142/S0219024920500545zbMath1459.91187OpenAlexW3109455028MaRDI QIDQ5854325

Jingsi Xu

Publication date: 16 March 2021

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024920500545






Cites Work


This page was built for publication: OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT