Mean-variance portfolio selection with either a singular or nonsingular variance-covariance matrix
Stephen A. Buser
| Year of publication: |
1977
|
|---|---|
| Authors: | Buser, Stephen A. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 12.1977, 3, p. 347-361
|
| Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001964112