A novel approach to Markowitz portfolio model without using Lagrange multipliers
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Publication:1786212
DOI10.1515/IJNSNS.2010.11.S1.331zbMath1401.91594MaRDI QIDQ1786212
Publication date: 24 September 2018
Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)
Financial applications of other theories (91G80) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Euler equations (35Q31)
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