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A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix
Peter J. Ryan and Jean LefollVolume:
16
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2330246
Date:
September, 1981
File:
PDF, 532 KB
english, 1981