PORTFOLIO SELECTION IN THE MEAN-VARIANCE MODEL - A NOTE

[1] NECESSARY AND SUFFICIENT CONDITIONS FOR EXISTENCE OF AN OPTIMAL PORTFOLIO [J]. JOURNAL OF ECONOMIC THEORY, 1974, 8 (02) : 235 - 247

[2] BIERWAG GO, 1974, AM ECON REV, V64, P431

[3] INDIFFERENCE CURVES IN ASSET ANALYSIS [J]. ECONOMIC JOURNAL, 1966, 76 (302) : 337 - 343

[4] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[5] FRIEDMAN BM, 1987, IN PRESS ESSAYS HONO

[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1974, 9 (03) : 293 - 311

[7] JONES DS, 1981, 19 NAT BUR EC RES TE

[8] MERTON RC, 1972, J FINANCIAL QUANTITA, V7, P1850

[9] NIELSEN LT, 1985, THESIS HARVARD U

[10] NIELSEN LT, 1988, IN PRESS J FINANCIAL

[1] NECESSARY AND SUFFICIENT CONDITIONS FOR EXISTENCE OF AN OPTIMAL PORTFOLIO [J]. JOURNAL OF ECONOMIC THEORY, 1974, 8 (02) : 235 - 247

[2] BIERWAG GO, 1974, AM ECON REV, V64, P431

[3] INDIFFERENCE CURVES IN ASSET ANALYSIS [J]. ECONOMIC JOURNAL, 1966, 76 (302) : 337 - 343

[4] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[5] FRIEDMAN BM, 1987, IN PRESS ESSAYS HONO

[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1974, 9 (03) : 293 - 311

[7] JONES DS, 1981, 19 NAT BUR EC RES TE

[8] MERTON RC, 1972, J FINANCIAL QUANTITA, V7, P1850

[9] NIELSEN LT, 1985, THESIS HARVARD U

[10] NIELSEN LT, 1988, IN PRESS J FINANCIAL