A generalisation and some properties of Markowitz' portfolio selection method

J. Kriens, J.T.H.C. van Lieshout

    Research output: Book/ReportReport

    254 Downloads (Pure)
    Original languageEnglish
    PublisherUnknown Publisher
    VolumeFEW 211
    Publication statusPublished - 1986

    Publication series

    NameResearch memorandum / Tilburg University, Department of Economics
    VolumeFEW 211

    Keywords

    • Management Science
    • Financing

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