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Portfolio theory: mean-variance

Portfolio theory: mean-variance
Portfolio theory: mean-variance
0792369327
Kluwer Academic Publishers
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Board, J.
3ee6543a-c316-41b4-b89a-0e761e0447ce
Ziemba, W.
13b52262-07a9-48e7-af1f-a1c65abb298d
Floudas, Christodoulos C.A.
Pardalos, P.M.
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Board, J.
3ee6543a-c316-41b4-b89a-0e761e0447ce
Ziemba, W.
13b52262-07a9-48e7-af1f-a1c65abb298d
Floudas, Christodoulos C.A.
Pardalos, P.M.

Sutcliffe, C., Board, J. and Ziemba, W. (2001) Portfolio theory: mean-variance. In, Floudas, Christodoulos C.A. and Pardalos, P.M. (eds.) Encyclopedia of Optimization. Boston, USA. Kluwer Academic Publishers.

Record type: Book Section

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More information

Published date: 2001

Identifiers

Local EPrints ID: 35722
URI: http://eprints.soton.ac.uk/id/eprint/35722
ISBN: 0792369327
PURE UUID: 79a83248-9eff-4975-9c70-a3a09ec360c4

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Date deposited: 25 May 2006
Last modified: 11 Dec 2021 15:29

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Contributors

Author: C. Sutcliffe
Author: J. Board
Author: W. Ziemba
Editor: Christodoulos C.A. Floudas
Editor: P.M. Pardalos

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