The efficient frontier for bounded assets (Q1397684)
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scientific article; zbMATH DE number 1961081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficient frontier for bounded assets |
scientific article; zbMATH DE number 1961081 |
Statements
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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