A simple algorithm for the portofolio selection problem

Alan L. Lewis

Year of publication:	1988
Authors:	Lewis, Alan L.
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 43.1988, 1, p. 71-82
Subject:	Portofolio \| Theorie \| Theory \| Algorithmus \| Algorithm \| Mathematische Optimierung \| Mathematical programming

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