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A Note on the ‘Zero Row‐Sum’ Property of Mean‐Variance Portfolio Allocation Models

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  • JOHN R. PERRIN

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  • John R. Perrin, 1980. "A Note on the ‘Zero Row‐Sum’ Property of Mean‐Variance Portfolio Allocation Models," The Economic Record, The Economic Society of Australia, vol. 56(152), pages 91-93, March.
    • Handle: RePEc:bla:ecorec:v:56:y:1980:i:152:p:91-93
    DOI: 10.1111/j.1475-4932.1980.tb01655.x
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    References listed on IDEAS

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    1. Sharpe, Ian G, 1973. "A Qtrly Econometric Model of Portfolio Choice-Part I: Specification and Estimation Problems," The Economic Record, The Economic Society of Australia, vol. 49(128), pages 518-533, December.
    2. Ian Sharpe, 1973. "A Quarterly Econometric Model of Portfolio Choice—Part I: Specification and Estimation Problems," The Economic Record, The Economic Society of Australia, vol. 49(4), pages 518-533, December.
    3. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    4. M. Parkin, 1970. "Discount House Portfolio and Debt Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 469-497.
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    Cited by:

    1. Taylor, John C. & Clements, Kenneth W., 1983. "A simple portfolio allocation model of financial wealth," European Economic Review, Elsevier, vol. 23(2), pages 241-251.

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