Theoretically Scrutinizing Kinks on Efficient Frontiers and Computationally Reporting Nonexistence of the Tangent Portfolio for the Capital Asset Pricing Model by Parametric-Quadratic Programming.
| Autor: | Qi, Yue1 (AUTHOR) yorkche@nankai.edu.cn, Zhang, Yu2 (AUTHOR) yuzhang@mail.nankai.edu.cn, Zhang, Su2 (AUTHOR) zhangsu@nankai.edu.cn |
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| Zdroj: | Asia-Pacific Journal of Operational Research. Apr2024, Vol. 41 Issue 2, p1-31. 31p. |
| Databáze: | Business Source Ultimate |
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