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"Producing the tangency portfolio as a corner portfolio."

Reza Keykhaei, Mohamad Taghi Jahandideh (2013)

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DOI: 10.1051/RO/2013041

access: closed

type: Journal Article

metadata version: 2020-09-02

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Reza Keykhaei, Mohamad Taghi Jahandideh:
Producing the tangency portfolio as a corner portfolio. RAIRO Oper. Res. 47(3): 311-320 (2013)

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