The efficient frontier for bounded assets (Q1397684)

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scientific article; zbMATH DE number 1961081
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English
The efficient frontier for bounded assets
scientific article; zbMATH DE number 1961081

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    The efficient frontier for bounded assets (English)
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    7 August 2003
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    Parametric quadratic programming
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    mean-variance portfolio selection
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    efficient frontier
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    capital market line
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