Computation of mean-semivariance efficient sets by the Critical Line Algorithm
Year of publication: |
1993
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Authors: | Markowitz, H. ; Todd, P. ; Xu, G. ; Yamane, Y. |
Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 45.1993, p. 307-318
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