"Portfolio Selection: Markowitz Mean-variance Model."

John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba (2009)

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DOI: 10.1007/978-0-387-74759-0_513

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type: Reference Work

metadata version: 2017-07-12

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John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba:
Portfolio Selection: Markowitz Mean-variance Model. Encyclopedia of Optimization 2009: 2990-2996

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