An algorithmic approach to deriving the minimum-variance zero-beta portfolio
| Year of publication: |
1977
|
|---|---|
| Authors: | Alexander, Gordon J. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 4.1977, 2, p. 231-236
|
| Publisher: |
Elsevier |