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A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix

Journal of Financial and Quantitative Analysis 1981 16(3), 389

Peter J. Ryan, Jean Lefoll, A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix, The Journal of Financial and Quantitative Analysis, Vol. 16, No. 3 (Sep., 1981), pp. 389-395

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A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix