A note on portfolio selection with restrictions on leverage

DOI10.1016/S0377-2217(00)00258-7zbMath1017.91037MaRDI QIDQ5945861

David J. Bradfield, Heidi Raubenheimer

Publication date: 29 January 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

investment analysisleverageportfolio theory

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Fuzzy portfolio selection problem with different borrowing and lending rates

Cites Work

• Heuristics for cardinality constrained portfolio optimization
• Comparison of Alternative Utility Functions in Portfolio Selection Problems
• Alternative Approaches to the Theory of Choice in Risk-Taking Situations
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