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Scholarly Works

Optimal portfolio selection without short sales...

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 1993

DOI

10.1016/0148-6195(93)90008-c

ISSN

0148-6195

Associated Experts

Clarence C Y Kwan

Professor Emeritus, DeGroote School of Business

Yufei Yuan

Professor, DeGroote School of Business

Labels

Fields of Research (FoR)

38 Economics 3502 Banking, finance and investment 3801 Applied economics 35 Commerce, Management, Tourism and Services

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