Portfolio analysis—an analytic derivation of the efficient portfolio frontier-Reference-Cited by-同舟云学术

Portfolio analysis—an analytic derivation of the efficient portfolio frontier

Published:1986-03 Issue:3 Volume:23 Page:294-300
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Vörös J.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference7 articles.

1. Optimal portfolio choice and equilibrium in a lognormal securities market;Bawa,1979

2. Portfolio Selection;Markowitz,1970

3. An analytic derivation of the efficient frontier;Merton;Journal of Finance and Quantitative Analysis,1972

4. Portfolio Theory and Capital Markets;Sharpe,1970

5. Portfolio Theory;Szegb,1980

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