A Simple Algorithm for Stone's Version of the Portfolio Selection Problem

• 1 December 1975
• journal article
• Published by JSTOR in Journal of Financial and Quantitative Analysis
• Vol. 10  (5) , 859
• https://doi.org/10.2307/2330277

Abstract

Keywords

• PORTFOLIO SELECTION
• SIMPLE ALGORITHM
• STONE'S VERSION
• SELECTION PROBLEM