Producing the tangency portfolio as a corner portfolio

Author: Keykhaei Reza   Jahandideh Mohamad-Taghi  

Publisher: Edp Sciences

E-ISSN: 1290-3868|47|3|311-320

ISSN: 0399-0559

Source: RAIRO - Operations Research, Vol.47, Iss.3, 2013-08, pp. : 311-320

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Abstract