A SIMPLE ALGORITHM FOR THE PORTFOLIO SELECTION PROBLEM

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LEWIS ALAN

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:1988 | Volume:43 | Issue:1 Page(s): 71-82

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Information Journal Paper

Title

A SIMPLE ALGORITHM FOR THE PORTFOLIO SELECTION PROBLEM

Author(s)

LEWIS ALAN | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

GENERALIZING OF MARKOWITZ’S THEORY IN OPTIMIZING THE PORTFOLIO OF STOCKS
THE DEVELOPMENT OF MARKOWITZ- SHARPE'S THEORY AND NEW EFFICIENT FRONTIER: THE CASE OF LARGE CEMENT CORPORATIONS IN TEHRAN STOCK EXCHANGE MARKET

References

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Cite

APA: Copy

LEWIS, ALAN. (1988). A SIMPLE ALGORITHM FOR THE PORTFOLIO SELECTION PROBLEM. JOURNAL OF FINANCE, 43(1), 71-82. SID. https://sid.ir/paper/602204/en

Vancouver: Copy

LEWIS ALAN. A SIMPLE ALGORITHM FOR THE PORTFOLIO SELECTION PROBLEM. JOURNAL OF FINANCE[Internet]. 1988;43(1):71-82. Available from: https://sid.ir/paper/602204/en

IEEE: Copy

ALAN LEWIS, “A SIMPLE ALGORITHM FOR THE PORTFOLIO SELECTION PROBLEM,” JOURNAL OF FINANCE, vol. 43, no. 1, pp. 71–82, 1988, [Online]. Available: https://sid.ir/paper/602204/en

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