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

J. Kriens

Research output: Book/ReportReportProfessional

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

Publication series

NameResearch Memorandum FEW

Keywords

  • Portfolio Investment
  • management science

Cite this

Kriens, J. (1990). On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method. (Research Memorandum FEW). Tilburg: Faculteit der Economische Wetenschappen.
Kriens, J. / On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method. Tilburg : Faculteit der Economische Wetenschappen, 1990. 20 p. (Research Memorandum FEW).
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publisher = "Faculteit der Economische Wetenschappen",

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Kriens, J 1990, On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method. Research Memorandum FEW, vol. FEW 420, Faculteit der Economische Wetenschappen, Tilburg.

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

Tilburg : Faculteit der Economische Wetenschappen, 1990. 20 p. (Research Memorandum FEW).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method

AU - Kriens, J.

PY - 1990

Y1 - 1990

KW - Portfolio Investment

KW - management science

M3 - Report

VL - FEW 420

T3 - Research Memorandum FEW

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

PB - Faculteit der Economische Wetenschappen

CY - Tilburg

ER -

Kriens J. On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method. Tilburg: Faculteit der Economische Wetenschappen, 1990. 20 p. (Research Memorandum FEW).