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Specifying the systematic risk of portfolios : a closed form solution - MaRDI portal

Specifying the systematic risk of portfolios : a closed form solution

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DOI10.1051/ro/1985190302431zbMath0572.90105OpenAlexW1897680488MaRDI QIDQ3690615

Adi Ben-Israel, Joel N. Morse, Dennis F. Karney

Publication date: 1985

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

Full work available at URL: https://eudml.org/doc/104882

zbMATH Keywords

pseudo-inverse portfolio selection systematic risk financial allocation problems first order Lagrangian conditions

Mathematics Subject Classification ID

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