The efficient frontier for bounded assets
type: Item
instance of: scholarly article
title: The efficient frontier for bounded assets
zbMATH Open document ID: 1103.91343
author: Michael J. Best
author: Jaroslava Hlouskova
published in: Mathematical Methods of Operations Research
publication date: 2003-08-07T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 1961081
zbMATH Keywords: Parametric quadratic programming
zbMATH Keywords: mean-variance portfolio selection
zbMATH Keywords: efficient frontier
zbMATH Keywords: capital market line
MaRDI profile type: Publication
full work available at URL: s001860000073
OpenAlex ID: W1995695651
DOI: 10.1007/S001860000073
description: scientific article; zbMATH DE number 1961081