A note on the Markowitz risk minimization and the Sharpe angle maximization models
43000; Ken Hung and Felicia A. Yang
| Year of publication: |
2002
|
|---|---|
| Authors: | Yang, Chin-wei ; Hung, Ken ; Yang, Felicia A. |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 9.2002, p. 21-29
|
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001695507