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

[1]

AHO AV, 1976, DESIGN ANAL COMPUTER, P97

ELMAGHRABY, SE ;

ARISAWA, S .

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 [J].

MAO, JCT .

[6] PORTFOLIO SELECTION [J].

Markowitz, Harry .

[7]

MITRINOVIC DS, 1970, ANAL INEQUALITIES, P204

[8] SOLVING A (O,1) HYPERBOLIC PROGRAM BY BRANCH AND BOUND [J].

SAIPE, AL .

[9]

Sharpe W. F., 1967, MANAGE SCI, V13, P499, DOI [10.1287/mnsc.13.7.499, DOI 10.1287/MNSC.13.7.499]