Optimal mean-variance portfolio selection

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

48 Citationer (Scopus)

335 Downloads (Pure)

Originalsprog	Engelsk
Tidsskrift	Mathematics and Financial Economics
Vol/bind	11
Udgave nummer	2
Sider (fra-til)	137–160
ISSN	1862-9679
DOI	https://doi.org/10.1007/s11579-016-0174-8
Status	Udgivet - 2017

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@article{fea717f907fb4acbbea4a185679476f0,

title = "Optimal mean-variance portfolio selection",

author = "Pedersen, {Jesper Lund} and Goran Peskir",

year = "2017",

doi = "10.1007/s11579-016-0174-8",

language = "English",

volume = "11",

pages = "137–160",

journal = "Mathematics and Financial Economics",

issn = "1862-9679",

publisher = "Springer",

number = "2",

}