Reducing models of covariance to weighted sums of squares
Subtitle: a procedure for the fast determination of efficient portfolios
By: Harry M. Markowitz and André F. Perold
Contributors: Perold, André F., joint author; Perold, André F., author
Series: Working paper - Division of Research, Graduate School of Business Administration, Harvard University ; HBS 79-72; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 79-72
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1979
Place of publication: Boston
Language: eng
Number of pages: 20
Subjects: Portfolio management; Mathematical models; Investment analysis
Notes: Includes bibliographical references.