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Portfolio selection: Markowitz mean-variance model

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583

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To link to this item DOI: 10.1007/978-0-387-74759-0_513


Item Type:Book or Report Section
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:25469
Publisher:Springer-Verlag

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