An optimal frontier

Journal of Portfolio Management

Volumn 26, Issue 4, 2000, Pages 29-40

  Schirripa, Felix ^a   Tecotzky, Nan D ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034337039     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2000.319762     Document Type: Article

References (2)

1. Elton, Edwin J., and Martin J. Gruber. Modern Portfolio Theory and Investment Analysis. New York: John Wiley & Sons, Inc., 1981.
2. Markowitz, Harry M. Mean-Variance Analysis in Portfolio Choice and Capital Markets. Oxford: Basil Blackwell Ltd., 1987.