Portfolio selection to achieve a target beta

DOI10.1051/RO/1984180201311zbMath0545.90005OpenAlexW2587468172MaRDI QIDQ3337143

Thomas H. McInish, Joel N. Morse, Erwin Saniga

Publication date: 1984

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104850

zbMATH Keywords

financeoptimal portfolioinvestmentstarget beta

Mathematics Subject Classification ID

Portfolio theory (91G10)

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