New light on the portfolio allocation problem

Mathematical Methods of Operations Research

Volumn 56, Issue 3, 2003, Pages 501-511

  Maller, R A ^a   Turkington, D A ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Efficient Frontier; Markowitz Mean Variance Optimisation; Optimal Portfolio Allocation; Sharpe Ratio

Indexed keywords

OPTIMIZATION; PROBLEM SOLVING; VECTORS;

PORTFOLIO OPTIMIZATION PROCEDURE;

OPERATIONS RESEARCH;

EID: 0036461436     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860200211     Document Type: Article

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