Mean-Variance Portfolio Selection with Margin Requirements
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| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/726297 |
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| _version_ | 1832558271176638464 |
|---|---|
| author | Yuan Zhou Zhe Wu |
| author_facet | Yuan Zhou Zhe Wu |
| author_sort | Yuan Zhou |
| collection | DOAJ |
| format | Article |
| id | doaj-art-c1b9d61d31524f52970905d3ff409976 |
| institution | Kabale University |
| issn | 2314-4629 2314-4785 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Mathematics |
| spelling | doaj-art-c1b9d61d31524f52970905d3ff4099762025-02-03T01:32:54ZengWileyJournal of Mathematics2314-46292314-47852013-01-01201310.1155/2013/726297726297Mean-Variance Portfolio Selection with Margin RequirementsYuan Zhou0Zhe Wu1School of Mathematics, Fudan University, Shanghai 200433, ChinaSchool of Mathematics, Fudan University, Shanghai 200433, Chinahttp://dx.doi.org/10.1155/2013/726297 |
| spellingShingle | Yuan Zhou Zhe Wu Mean-Variance Portfolio Selection with Margin Requirements Journal of Mathematics |
| title | Mean-Variance Portfolio Selection with Margin Requirements |
| title_full | Mean-Variance Portfolio Selection with Margin Requirements |
| title_fullStr | Mean-Variance Portfolio Selection with Margin Requirements |
| title_full_unstemmed | Mean-Variance Portfolio Selection with Margin Requirements |
| title_short | Mean-Variance Portfolio Selection with Margin Requirements |
| title_sort | mean variance portfolio selection with margin requirements |
| url | http://dx.doi.org/10.1155/2013/726297 |
| work_keys_str_mv | AT yuanzhou meanvarianceportfolioselectionwithmarginrequirements AT zhewu meanvarianceportfolioselectionwithmarginrequirements |