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A Simple Algorithm for Stone's Version of the Portfolio Selection Problem
Home
Publications
A Simple Algorithm for Stone's Version of the Portfolio Selection Problem
A Simple Algorithm for Stone's Version of the Portfolio Selection Problem
JJ
James V. Jucker
James V. Jucker
CF
Clovis de Faro
Clovis de Faro
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1 December 1975
journal article
Published by
JSTOR
in
Journal of Financial and Quantitative Analysis
Vol. 10
(5)
,
859
https://doi.org/10.2307/2330277
Abstract
No abstract available
Keywords
PORTFOLIO SELECTION
SIMPLE ALGORITHM
STONE'S VERSION
SELECTION PROBLEM
Cited by 9 articles