"An analytic derivation of admissible efficient frontier with borrowing."

Wei-Guo Zhang, Ying-Luo Wang (2008)

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DOI: 10.1016/J.EJOR.2006.09.058

access: closed

type: Journal Article

metadata version: 2024-08-13

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Wei-Guo Zhang, Ying-Luo Wang:
An analytic derivation of admissible efficient frontier with borrowing. Eur. J. Oper. Res. 184(1): 229-243 (2008)

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