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An algorithmic approach to deriving the minimum-variance zero-beta portfolio

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  • Alexander, Gordon J.

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  • Alexander, Gordon J., 1977. "An algorithmic approach to deriving the minimum-variance zero-beta portfolio," Journal of Financial Economics, Elsevier, vol. 4(2), pages 231-236, March.
    • Handle: RePEc:eee:jfinec:v:4:y:1977:i:2:p:231-236
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    Cited by:

    1. Heuts, R.M.J., 1978. "Portfolio models and time series analysis," Other publications TiSEM 48458631-edc8-42e9-8359-4, Tilburg University, School of Economics and Management.

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