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A Simplex Method for the Portfolio Selection Problem

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Author Info
Harry Markowitz

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File URL: http://cowles.econ.yale.edu/P/cp/p00b/p0060.pdf
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File URL: http://cowles.econ.yale.edu/P/cd/d00a/d0027.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 27.

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Length: 6 pages
Date of creation: 1957
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Publication status: Published in Journal of Finance, 7, 1952
Handle: RePEc:cwl:cwldpp:27

Note: CFP 60.
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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