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On the selection of an efficient portfolio in the mean-variance approach - MaRDI portal

On the selection of an efficient portfolio in the mean-variance approach

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Publication:5756351

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DOI10.1080/09720502.2004.10700357zbMath1128.91325OpenAlexW2333792273MaRDI QIDQ5756351

Alberto Peretti

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2004.10700357

Mathematics Subject Classification ID

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