A note on the kinks at the mean variance frontier
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 112 (1999)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/eor
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dybvig, Philip H, 1984. " Short Sales Restrictions and Kinks on the Mean Variance Frontier," Journal of Finance, American Finance Association, vol. 39(1), pages 239-44, March.
- 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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