Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization
Hsin-Hung Chen, Hsien-Tang Tsai and Dennis K. J. Lin
| Year of publication: |
2011
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|---|---|
| Authors: | Chen, Hsin-hung ; Tsai, Hsien-tang ; Lin, Dennis K. J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 19/21, p. 2795-2801
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| Subject: | Portfolio-Management | Portfolio selection | Maßzahl | Statistical measures | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009379590