On the Markowitz mean-variance analysis of self-financing portfolios

10.3233/RDA-2008-0004

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Bibliographic Details
Main Authors: Bai, Z., Liu, H., Wong, W.-K.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105278
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Institution: National University of Singapore