A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model
Year of publication: |
2013
|
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Authors: | Jacobs, Bruce I. ; Levy, Kenneth N. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2013, 1, p. 1-5
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Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
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