Mean-Variance Analysis in Portfolio Choice and Capital Markets.

19891,191 citationsJournal Article

Authors

Abstract

The general portfolio selection model preliminary results solution to the general portfolio selection model special cases a portfolio selection programme.

Topics & Keywords

Financial Markets and Investment Strategies Risk and Portfolio Optimization Stochastic processes and financial applications

Publication Details

Published in: The Journal of Finance

Volume 44, Issue 2, pp. 531-531

DOI: 10.2307/2328607

Field-Weighted Citation Impact: 26.52

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Mean-Variance Analysis in Portfolio Choice and Capital Markets.

Authors

Abstract

Topics & Keywords

Publication Details