An asymptotic analysis of the mean-variance portfolio selection

Ottucsák, György and Vajda, István (2007) An asymptotic analysis of the mean-variance portfolio selection. Statistics and Decisions, 25. pp. 63-88.

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Item Type: Article
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:30
Last Modified: 11 Dec 2012 15:30
URI: https://eprints.sztaki.hu/id/eprint/5050

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