Optimal mean-variance portfolio selection using CauchySchwarz maximization
| Year of publication: |
2011
|
|---|---|
| Authors: | Chen, Hsin-Hung ; Tsai, Hsien-Tang ; Lin, Dennis K. J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 43.2011, 21 (1.8.), p. 2795-2802
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