Producing the tangency portfolio as a corner portfolio
Reza Keykhaei and Mohamad-Taghi Jahandideh
| Year of publication: |
2013
|
|---|---|
| Authors: | Keykhaei, Reza ; Jahandideh, Mohamad Taghi |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 47.2013, 3, p. 311-320
|
| Subject: | M-V optimization | parametric quadratic programming | critical line algorithm | capital allocation line | tangency portfolio | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Nichtlineare Optimierung | Nonlinear programming |
| 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/10010493375