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Optimal mean-variance portfolio selection using CauchySchwarz maximization
Chen, Hsin-Hung
;
Tsai, Hsien-Tang
;
Lin, Dennis K. J.
- In:
Applied economics
43
(
2011
)
21
,
pp. 2795-2802
Persistent link: https://www.econbiz.de/10009186174
Saved in:
2
Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization
Chen, Hsin-hung
;
Tsai, Hsien-tang
;
Lin, Dennis K. J.
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2795-2801
Persistent link: https://www.econbiz.de/10009379590
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