A Test for Mean-Variance Efficiency of a Given Portfolio under Restrictions

GT (Thierry) Post

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages20
EditionERIM Report Series Research in Management ERS-2005-032-F&A
Publication statusPublished - 2005

Publication series

SeriesERIM Report Series Research in Management
VolumeERS-2005-032-F&A

Research programs

  • EUR ESE 33

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