"Theoretically Scrutinizing Kinks on Efficient Frontiers and ..."

Yue Qi, Yu Zhang, Su Zhang (2024)

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DOI: 10.1142/S0217595923500124

access: closed

type: Journal Article

metadata version: 2024-04-24

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Yue Qi, Yu Zhang, Su Zhang:
Theoretically Scrutinizing Kinks on Efficient Frontiers and Computationally Reporting Nonexistence of the Tangent Portfolio for the Capital Asset Pricing Model by Parametric-Quadratic Programming. Asia Pac. J. Oper. Res. 41(2): 2350012:1-2350012:31 (2024)

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