On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method

J. Kriens

Research output: Book/ReportReport

255 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFaculteit der Economische Wetenschappen
Number of pages20
VolumeFEW 420
Publication statusPublished - 1990

Publication series

NameResearch Memorandum FEW


  • Portfolio Investment
  • management science

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