2 results
Producing the tangency portfolio as a corner portfolio
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- Journal:
- RAIRO - Operations Research / Volume 47 / Issue 3 / July 2013
- Published online by Cambridge University Press:
- 26 August 2013, pp. 311-320
- Print publication:
- July 2013
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Tangency portfolios in the LP solvable portfolio selection models
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- Journal:
- RAIRO - Operations Research / Volume 46 / Issue 2 / April 2012
- Published online by Cambridge University Press:
- 25 July 2012, pp. 149-158
- Print publication:
- April 2012
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