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pro vyhledávání: '"Eyoanwan E. Eyo"'
Publikováno v:
Journal of Mathematical Finance. :524-540
This study is aimed at determining the optimal portfolio in a three-asset portfolio mix in Nigeria. The research employed majorly two empirical methodologies which were Matrix algebra and Lagrangian method of optimization. Matrix algebra was used to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f90e22fa8afa92be4f0ca57b22f3ac48
https://doi.org/10.4236/jmf.2016.64041
https://doi.org/10.4236/jmf.2016.64041
