Computing Markowitz Efficient Frontiers Using a Spreadsheet Optimizer
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Published:1994-03
Issue:1
Volume:5
Page:58-66
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ISSN:0958-868X
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Container-title:Journal of Property Finance
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language:en
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Short-container-title:Journal of Property Finance
Author:
Byrne Peter,Lee Stephen
Reference5 articles.
1. 1. Markowitz, H.M. “Portfolio Selection”,Journal of Finance, Vol. 7 No. 1, 1952, pp. 77‐91
2. 2. Sharpe, W.F. “Asset Allocation Systems”,Financial Analysts Journal, May 1985, pp. 10‐11, 75
3. The allocation to property in the multi‐asset portfolio: The evidence and theory reconsidered
4. Optimal Real Estate Portfolios
5. The optimization of a quadratic function subject to linear constraints
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