Calculation of Investment Portfolios with Risk Free Borrowing and Lending

DOI10.1287/mnsc.21.2.209zbMath0294.90004OpenAlexW2119326928MaRDI QIDQ4047324

Celik Parkan, William T. Ziemba, R. Brooks-Hill

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1287/mnsc.21.2.209

Mathematics Subject Classification ID

Decision theory (91B06)

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