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Duality in mean-variance frontiers with conditioning information
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Duality in mean-variance frontiers with conditioning information
Document Type:
Working paper
Date:
2007-10-01
This document is associated with a Creative Common license
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1058.pdf
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Citation:
Peñaranda, Francisco; Sentana, Enrique.
Duality in mean-variance frontiers with conditioning information
. 2007
https://econ-papers.upf.edu/ca/paper.php?id=1058
Permanent link:
http://hdl.handle.net/10230/484
Author:
Peñaranda, Francisco
;
Sentana, Enrique
Other authors:
Universitat Pompeu Fabra. Departament d'Economia i Empresa
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This item appears in the following Collection(s)
Economics and Business Working Papers Series
: 1880
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