A generalisation and some properties of Markowitz' portfolio selection method

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

Research output: Book/ReportReportProfessional

214 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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