Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
نویسندگان
چکیده
This paper is about dotted representations of efficient frontiers. Dotted representations, as in portfolio selection, can often be the most practical way of communicating an efficient frontier. The most popular method is to minimize variance subject to fixed levels of expected ∗Corresponding author [email protected]
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ورودعنوان ژورنال:
- INFOR
دوره 47 شماره
صفحات -
تاریخ انتشار 2009