Short Sales Restrictions and Kinks on the Mean Variance Frontier

• 1 March 1984
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 39  (1) , 239-244
• https://doi.org/10.2307/2327679

Abstract

Keywords

• SALES RESTRICTIONS
• MEAN VARIANCE FRONTIER
• KINK CORRESPONDS
• SWITCHING POINT