Portfolio selection: Markowitz mean-variance model

Full text not archived in this repository.

Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Board, J. L. G., Sutcliffe, C. M. S. orcid id iconORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583 doi: 10.1007/978-0-387-74759-0_513

Altmetric Badge

Item Type Book or Report Section
URI https://reading-clone.eprints-hosting.org/id/eprint/25469
Identification Number/DOI 10.1007/978-0-387-74759-0_513
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Springer-Verlag
Download/View statistics View download statistics for this item
Full text not archived in this repository.
Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

University Staff: Request a correction | Centaur Editors: Update this record

Search Google Scholar