"On the Markowitz mean-variance analysis of self-financing portfolios."

Zhidong Bai, Huixia Liu, Wing-Keung Wong (2009)

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DOI: 10.3233/RDA-2008-0004

access: closed

type: Journal Article

metadata version: 2022-06-23

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Zhidong Bai, Huixia Liu, Wing-Keung Wong:
On the Markowitz mean-variance analysis of self-financing portfolios. Risk Decis. Anal. 1(1): 35-42 (2009)

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