Duality in mean-variance frontiers with conditioning information

Document Type: Working paper

Date: 2007-10-01

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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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• Economics and Business Working Papers Series: 1880