مرکز منطقه ای اطلاع رساني علوم و فناوري - The mean-variance investment problem in a constrained financial market

Title of article :

The mean-variance investment problem in a constrained financial market

Author/Authors :

Wan Gui Sun، نويسنده , , Chun Feng Wang، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2006

Pages :

From page :

885

To page :

895

Keywords :

Two-fund separation theorem , Efficient frontier , Constrained financial market , Continuous time , Mean-variance investmentproblem

Journal title :

Journal of Mathematical Economics

Serial Year :

2006

Journal title :

Journal of Mathematical Economics

Record number :

156068

Link To Document :