Optimal mean-variance portfolio selection
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Standard
Optimal mean-variance portfolio selection. / Pedersen, Jesper Lund; Peskir, Goran.
I: Mathematics and Financial Economics, Bind 11, Nr. 2, 2017, s. 137–160.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pedersen, JL & Peskir, G 2017, 'Optimal mean-variance portfolio selection', Mathematics and Financial Economics, bind 11, nr. 2, s. 137–160. https://doi.org/10.1007/s11579-016-0174-8
APA
Pedersen, J. L., & Peskir, G. (2017). Optimal mean-variance portfolio selection. Mathematics and Financial Economics, 11(2), 137–160. https://doi.org/10.1007/s11579-016-0174-8
Vancouver
Pedersen JL, Peskir G. Optimal mean-variance portfolio selection. Mathematics and Financial Economics. 2017;11(2):137–160. https://doi.org/10.1007/s11579-016-0174-8
Author
Bibtex
@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",
}
RIS
TY - JOUR
T1 - Optimal mean-variance portfolio selection
AU - Pedersen, Jesper Lund
AU - Peskir, Goran
PY - 2017
Y1 - 2017
U2 - 10.1007/s11579-016-0174-8
DO - 10.1007/s11579-016-0174-8
M3 - Journal article
VL - 11
SP - 137
EP - 160
JO - Mathematics and Financial Economics
JF - Mathematics and Financial Economics
SN - 1862-9679
IS - 2
ER -
ID: 173166587