A COMMENT ON MEAN-VARIANCE PORTFOLIO SELECTION WITH EITHER A SINGULAR OR A NONSINGULAR VARIANCE-COVARIANCE MATRIX

被引：7
|
作者：
RYAN, PJ
LEFOLL, J
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1981年 / 16卷 / 03期
关键词：
D O I：
10.2307/2330246
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：389 / 395
页数：7
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