Journal article
Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration
Authors
Kwan CCY; Yuan Y
Journal
Journal of Economics and Business, Vol. 45, No. 1, pp. 91–98
Publisher
Elsevier BV
Publication Date
February 1, 1993
DOI
10.1016/0148-6195(93)90008-c
ISSN
0148-6195