A note on calculating the optimal risky portfolio

DOI10.1007/PL00013542zbMath0978.91034OpenAlexW1992516357MaRDI QIDQ5950468

Reha H. Tütüncü

Publication date: 12 December 2001

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00013542

zbMATH Keywords

Markowitz modelmean-variance optimizationmethod of critical linesoptimal risky portfolio

Mathematics Subject Classification ID

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