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Figure 2. Efficient frontiers corresponding to Example 4.1. Black squares denote the location of corner portfolios.
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Content maybe subject to copyright
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
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Rairo-operations Research