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Portfolio Selection in the Mean-Variance Model: A Note · Study

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ArticlePortfolio Selection in the Mean-Variance Model: A Note

Lars Tyge Nielsen1987

Article1987

Portfolio Selection in the Mean-Variance Model: A Note

Lars Tyge Nielsen

42 citations·0/0 files stored·The Journal of Finance

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1972Capital Market Equilibrium with Restricted Borrowing 1972An Analytic Derivation of the Efficient Portfolio Frontier 1989The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money 1974On the existence of equilibrium in a securities model 1974The Rationale of the Mean-Standard Deviation Analysis: Comment 1974Necessary and sufficient conditions for existence of an optimal portfolio

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1992Positive Prices in CAPM 2007Conditions for a CAPM equilibrium with positive prices 2009On the Relationship between Stock Prices and Exchange Rates for India

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Year1987

Typearticle

Published1987-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations42

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1111/j.1540-6261.1987.tb04371.x

openalex_workW2019453698

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