Epsilon-dominating solutions in mean-variance portfolio analysis

European Journal of Operational Research

Volumn 105, Issue 3, 1998, Pages 457-466

  White, D J ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Efficiency; Epsilon dominance; Mean variance; Portfolio analysis

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; EFFICIENCY; PROBLEM SOLVING; RESOURCE ALLOCATION; STATISTICAL METHODS;

EPSILON DOMINATING SOLUTIONS; MEAN VARIANCE PORTFOLIO ANALYSIS;

FINANCE;

EID: 0032028984     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(97)00056-8     Document Type: Article

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