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Mean-variance efficiency when investors are not required to invest all their money

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  • Ehrbar, Hans

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  • Ehrbar, Hans, 1990. "Mean-variance efficiency when investors are not required to invest all their money," Journal of Economic Theory, Elsevier, vol. 50(1), pages 214-218, February.
    • Handle: RePEc:eee:jetheo:v:50:y:1990:i:1:p:214-218
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    Cited by:

    1. De Gennaro Aquino, Luca & Sornette, Didier & Strub, Moris S., 2023. "Portfolio selection with exploration of new investment assets," European Journal of Operational Research, Elsevier, vol. 310(2), pages 773-792.
    2. Dang, D.M. & Forsyth, P.A., 2016. "Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach," European Journal of Operational Research, Elsevier, vol. 250(3), pages 827-841.

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