On the Markowitz mean-variance analysis of self-financing portfolios
10.3233/RDA-2008-0004
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Main Authors: | Bai, Z., Liu, H., Wong, W.-K. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105278 |
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Institution: | National University of Singapore |
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