A Note on the Kinks at the Mean Variance Frontier
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- Voros, J. & Kriens, J. & Strijbosch, L. W. G., 1999. "A note on the kinks at the mean variance frontier," European Journal of Operational Research, Elsevier, vol. 112(1), pages 236-239, January.
- Vörös, J. & Kriens, J. & Strijbosch, L.W.G., 1997. "A Note on the Kinks at the Mean Variance Frontier," Research Memorandum 743, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Dybvig, Philip H, 1984. "Short Sales Restrictions and Kinks on the Mean Variance Frontier," Journal of Finance, American Finance Association, vol. 39(1), pages 239-244, March.
- Voros, J., 1987. "The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity," European Journal of Operational Research, Elsevier, vol. 32(2), pages 302-310, November.
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Cited by:
- József Móczár, 2010. "Anatomy and Lessons of the Global Financial Crisis," Public Finance Quarterly, State Audit Office of Hungary, vol. 55(4), pages 753-775.
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