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

J. Kriens

Research output: Book/Report › Report

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Original language	English
Place of Publication	Tilburg
Publisher	Faculteit der Economische Wetenschappen
Number of pages	20
Volume	FEW 420
Publication status	Published - 1990

Name	Research Memorandum FEW

Keywords

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

keywords = "Portfolio Investment, management science",

author = "J. Kriens",

year = "1990",

language = "English",

volume = "FEW 420",

series = "Research Memorandum FEW",

publisher = "Faculteit der Economische Wetenschappen",

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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 -