Work

Portfolio Selection in the Mean-Variance Model: A Note

Year: 1987

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1987.tb04371.x

Author: LARS TYGE NIELSEN

Institution: The University of Texas at Austin

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2019453698

FWCI: 1.813

Cites: 12

Cited by: 42

Related to: 10