Differentiability properties of the efficient (u,q2)-set in the Markowitz portfolio selection method

J. Kriens, Leo Strijbosch () and József Vörös

No FEW 657, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Portfolio Investment; management science (search for similar items in EconPapers)
Date: 1994
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Working Paper: Differentiability properties of the efficient (u,q2)-set in the Markowitz portfolio selection method (1994)
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