The efficient frontier for bounded assets
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Publication:1397684
DOI10.1007/s001860000073zbMath1103.91343OpenAlexW1995695651MaRDI QIDQ1397684
Jaroslava Hlouskova, Michael J. Best
Publication date: 7 August 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860000073
efficient frontiermean-variance portfolio selectioncapital market lineParametric quadratic programming
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