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Figure 1. The efficient frontiers of Problem 1 and Problem 2 are the solid curve AOC and the doted-solid curve BOC, respectively.
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Journal Article
•
DOI
•
Producing the tangency portfolio as a corner portfolio
[...]
Reza Keykhaei
1
,
Mohamad Taghi Jahandideh
2
•
Institutions (2)
University of Isfahan
1
,
Isfahan University of Technology
2
01 Jul 2013
-
Rairo-operations Research