An analytical derivation of the efficient surface in portfolio selection with three criteria

Yue Qi, Ralph E. Steuer, Maximilian Wimmer. An analytical derivation of the efficient surface in portfolio selection with three criteria. Annals OR, 251(1-2):161-177, 2017. [doi]

Authors

Yue Qi

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Ralph E. Steuer

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Maximilian Wimmer

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