A Fast Literature Search Engine based on top-quality journals, by Dr. Mingze Gao.

  • Topic classification is ongoing.
  • Please kindly let me know [mingze.gao@mq.edu.au] in case of any errors.

An Algorithmic Approach to Deriving the Minimum Variance Zero Beta Portfolio

RIS

Recommended format for most reference management software

BibTeX

Recommended format for BibTeX-specific software

Resource type
Journal Article
Author/contributor
Title
An Algorithmic Approach to Deriving the Minimum Variance Zero Beta Portfolio
Publication
Journal of Financial Economics
Volume
4
Issue
2
Pages
231-236
Date
1977
DOI
10.1016/0304-405X(77)90012-5
URL
http://www.sciencedirect.com/science/article/pii/0304-405X(77)90012-5
Citation
Alexander, G. J. (1977). An Algorithmic Approach to Deriving the Minimum Variance Zero Beta Portfolio. Journal of Financial Economics, 4, 231–236.
Journals
Link to this record
https://phds.io/papers/QHE2JGVL