Portfolio selection theory with strictly positive supply of riskless asset (Q2721951)
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scientific article; zbMATH DE number 1616990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection theory with strictly positive supply of riskless asset |
scientific article; zbMATH DE number 1616990 |
Statements
11 July 2001
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portfolio selection
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strictly positive supply of riskless
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Portfolio selection theory with strictly positive supply of riskless asset (English)
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Kuhn-Tucker methods are used to solve the portfolio selection problem with strictly positive supply of bonds as a quadratic-programming-problem.
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