THE LINEAR FRACTIONAL PORTFOLIO SELECTION PROBLEM

被引：4

作者：

FAALAND, BH

JACOB, NL

机构：

来源：

关键词：

D O I：

10.1287/mnsc.27.12.1383

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1383 / 1389

页数：7

共 9 条

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ARISAWA, S
[J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1972, 19 (01): : 42 - 45
[3] FAMA EF, 1976, FDN FINANCE, pCH3
[4] Isbell JR., 1956, NAV RES LOGIST Q, V3, P71, DOI [10.1002/nav.3800030108, DOI 10.1002/NAV.3800030108]
[5] ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY
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[6] PORTFOLIO SELECTION
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[J]. JOURNAL OF FINANCE, 1952, 7 (01) : 77 - 91
[7] MITRINOVIC DS, 1970, ANAL INEQUALITIES, P204
[8] SOLVING A (O,1) HYPERBOLIC PROGRAM BY BRANCH AND BOUND
SAIPE, AL
[J]. NAVAL RESEARCH LOGISTICS, 1975, 22 (03) : 497 - 515
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