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dc.contributor.authorKarney, Dennis F.
dc.contributor.authorMorse, J. N.
dc.contributor.authorBen-Israel, A.
dc.date.accessioned2015-05-15T21:36:55Z
dc.date.available2015-05-15T21:36:55Z
dc.date.issued1985
dc.identifier.citationKarney, D. F., Morse, J. N., and Ben-Israel, A.. "Specifying the systematic risk of portfolios : a closed form solution." RAIRO - Operations Research - Recherche Opérationnelle 19.3 (1985): 243-246. <http://eudml.org/doc/104882>.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17784
dc.descriptionThis is the published version. Copyright 1985 by RAIRO.en_US
dc.description.abstractIn this note, we examine a particular quadratic program which arises in a variety of financial allocation problems and derive a closed form solution for its first order Lograngian conditions. Our technique bypasses the standard matrix inversion, thus reducing computational effort. As a consequence, larger size portfolios can now be analyzed.en_US
dc.subjectSystematic risken_US
dc.subjectQuadratic programen_US
dc.subjectPseudo-inverseen_US
dc.titleSpecifying the systematic risk of portfolios : a closed form solutionen_US
dc.typeArticle
kusw.kuauthorKarney, Dennis F.
kusw.kudepartmentSchool of Businessen_US
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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