Tangency portfolios in the LP solvable portfolio selection models

Author: Keykhaei Reza   Jahandideh Mohamad Taghi  

Publisher: Edp Sciences

E-ISSN: 1290-3868|46|2|149-158

ISSN: 0399-0559

Source: RAIRO - Operations Research, Vol.46, Iss.2, 2012-07, pp. : 149-158

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Abstract