Quadratic approximations of the portfolio selection problem when the means and variances of returns are infinite
James A. Ohlson
| Year of publication: |
1977
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|---|---|
| Authors: | Ohlson, James A. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 23.1977, 6, p. 576-584
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002586448