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Portfolio selection theory with different interest rates for borrowing and lending - MaRDI portal

Portfolio selection theory with different interest rates for borrowing and lending (Q1424962)

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scientific article; zbMATH DE number 2057597
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Portfolio selection theory with different interest rates for borrowing and lending
scientific article; zbMATH DE number 2057597

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    Portfolio selection theory with different interest rates for borrowing and lending (English)
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    15 March 2004
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    Kuhn-Tucker condition
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    quadratic program
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