Sensitivity analysis for mean-variance portfolio problems
Michael J. Best and Robert R. Grauer
| Year of publication: |
1991
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|---|---|
| Authors: | Best, Michael J. |
| Other Persons: | Grauer, Robert R. (contributor) |
| 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. 37.1991, 8, p. 980-989
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10001113427