An algorithm for finding undominated portfolios
| Year of publication: |
1977
|
|---|---|
| Authors: | Markowitz, Harry M. |
| Published in: |
Financial decision making under uncertainty. - New York, NY [u.a.] : Academic Pr., ISBN 0-12-445850-5. - 1977, p. 3-10
|
| Subject: | Kapitalanlage Portefeuilleplanung | Portfolio-Management | Portfolio selection | Theorie | Theory | Algorithmus | Algorithm | Operations Research | Operations research | Mathematische Optimierung | Mathematical programming |
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