A generalisation and some properties of Markowitz' portfolio selection method

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

Research output: Book/ReportReportProfessional

226 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

Cite this

Kriens, J., & van Lieshout, J. T. H. C. (1986). A generalisation and some properties of Markowitz' portfolio selection method. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 211). Unknown Publisher.