On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method
J. Kriens
Additional contact information
J. Kriens: Tilburg University, Faculty of Economics
No FEW 420, Research Memorandum from Tilburg University, School of Economics and Management
Keywords: Portfolio Investment; management science (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:
Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 571bccf3d5d/download (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiurem:123d0061-a954-4d63-b9df-c2e29e34aac8
Access Statistics for this paper
More papers in Research Memorandum from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().