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~isPartOf:"Management Science"
~person:"Best, Michael J."
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mean-variance portfolio selection
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parametric quadratic programming
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Best, Michael J.
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Sensitivity
Analysis
for Mean-Variance Portfolio Problems
Best, Michael J.
;
Grauer, Robert R.
- In:
Management Science
37
(
1991
)
8
,
pp. 980-989
This paper shows how to perform
sensitivity
analysis
for Mean-Variance (MV) portfolio problems using a general form of …
Persistent link: https://www.econbiz.de/10009214132
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