Markowitz models of portfolio selection: The inverse problem

Authors
Hartley, MJ Bakshi, GS
Citation
Mj. Hartley et Gs. Bakshi, Markowitz models of portfolio selection: The inverse problem, ADV INV AN, 7, 2000, pp. 55-89
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOL 7 → ACNP
Volume
7
Year of publication
2000
Pages
55 - 89
Database
ISI
SICI code