MEAN-VARIANCE PORTFOLIO SELECTION WITH EITHER A SINGULAR OR NONSINGULAR VARIANCE-COVARIANCE MATRIX

被引：12
|
作者：
BUSER, SA [1 ]
机构：
[1] OHIO STATE UNIV,COLUMBUS,OH 43210
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1977年 / 12卷 / 03期
关键词：
D O I：
10.2307/2330539
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：347 / 361
页数：15
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