The mathematics of the portfolio frontier: a geometry-based approach

Author:

Bick Avi

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

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2. Linear Beta Pricing with Inefficient Benchmarks;Quarterly Journal of Finance;2013-03

3. Linear Beta Pricing with Inefficient Benchmarks;SSRN Electronic Journal;2011

4. Mean-Variance Hedging;Encyclopedia of Quantitative Finance;2010-05-15

5. Markowitz’s model with Euclidean vector spaces;European Journal of Operational Research;2009-08

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