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An efficient algorithm for solving large-scale portfolio problems
Breen, William; Jackson, Richard - In: Journal of financial and quantitative analysis : JFQA 6 (1971) 1, pp. 627-637
Persistent link: https://www.econbiz.de/10001943197
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An exploratory econometric model of financial markets
Breen, William - In: Journal of financial and quantitative analysis : JFQA 4 (1969) 3, pp. 233-269
Persistent link: https://www.econbiz.de/10001943203
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Homogeneous risk measures and the construction of composite assets
Breen, William - In: Journal of financial and quantitative analysis : JFQA 3 (1968) 4, pp. 405-413
Persistent link: https://www.econbiz.de/10001943208