"Simple Criteria for Optimal Portfolio Selection with Upper Bounds."

Edwin J. Elton, Martin J. Gruber, Manfred W. Padberg (1977)

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DOI: 10.1287/OPRE.25.6.952

access: closed

type: Journal Article

metadata version: 2020-03-31

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Edwin J. Elton, Martin J. Gruber, Manfred W. Padberg:
Simple Criteria for Optimal Portfolio Selection with Upper Bounds. Oper. Res. 25(6): 952-967 (1977)

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