Optimal portfolio selection

DOI10.1080/0020739830140308zbMath0515.90003OpenAlexW2091226029MaRDI QIDQ3662930

Jagat Narain Kapur

Publication date: 1983

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739830140308

zbMATH Keywords

introductionPareto optimizationmaximum expected utilitymean-variance efficient portfolioscritical-line method

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Portfolio theory (91G10)

Cites Work

• Entropy maximization models in regional and urban planning
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