Pages that link to "Item:Q1806901"
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The following pages link to A note on the kinks at the mean variance frontier (Q1806901):
Displaying 6 items.
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier (Q1068675) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- The mean-variance relation: a 24-hour story (Q2236246) (← links)
- Impossible Frontiers (Q3117288) (← links)
- A REVISED GEOMETRY OF MEAN‐VARIANCE EFFICIENT PORTFOLIOS (Q4282824) (← links)
- Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988) (← links)