EconPapers    
Economics at your fingertips  
 

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 ().

 
Page updated 2025-05-01
Handle: RePEc:tiu:tiurem:123d0061-a954-4d63-b9df-c2e29e34aac8