Yue Qi. Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models. Annals OR, 311(2):1203-1227, 2022. [doi]
@article{Qi22-2,
title = {Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models},
author = {Yue Qi},
year = {2022},
doi = {10.1007/s10479-020-03649-x},
url = {https://doi.org/10.1007/s10479-020-03649-x},
researchr = {https://researchr.org/publication/Qi22-2},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {311},
number = {2},
pages = {1203-1227},
}