Original language | English |
---|---|
Journal | Mathematics and Financial Economics |
Volume | 11 |
Issue number | 2 |
Pages (from-to) | 137–160 |
ISSN | 1862-9679 |
DOIs | |
Publication status | Published - 2017 |
Optimal mean-variance portfolio selection
Jesper Lund Pedersen, Goran Peskir
Research output: Contribution to journal › Journal article › Research › peer-review
49
Citations
(Scopus)
341
Downloads
(Pure)