Sensitivity Analysis for Mean-Variance Portfolio Problems

DOI10.1287/mnsc.37.8.980zbMath0729.90857OpenAlexW2021944927MaRDI QIDQ3354893

Robert R. Grauer, Michael J. Best

Publication date: 1991

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.37.8.980

Mathematics Subject Classification ID

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