Markowitz's model with Euclidean vector spaces
type: Item
instance of: scholarly article
title: Markowitz's model with Euclidean vector spaces
zbMATH Open document ID: 1176.91061
author: Salvador Cruz Rambaud
author: José García Pérez
author: Juan Evangelista Trinidad Segovia
author: Miguel Angel Sanchez Granero
published in: European Journal of Operational Research
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5642787
zbMATH Keywords: Markowitz's model
zbMATH Keywords: portfolio selection
zbMATH Keywords: short sales
zbMATH Keywords: efficient frontier
MaRDI profile type: Publication
full work available at URL: j.ejor.2008.04.021
OpenAlex ID: W2031372258
cites work: Q5538306
cites work: Q3994411
cites work: Safety First and the Holding of Assets
DOI: 10.1016/J.EJOR.2008.04.021
description: scientific article; zbMATH DE number 5642787