Geodesic
Portfolio selection to achieve a target beta
RAIRO - Operations Research - Recherche Opérationnelle, Tome 18 (1984) no. 2, pp. 131-145

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@article{RO_1984__18_2_131_0,
     author = {McInish, Thomas H. and Morse, Joel N. and Saniga, Erwin M.},
     title = {Portfolio selection to achieve a target beta},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {131--145},
     publisher = {EDP-Sciences},
     volume = {18},
     number = {2},
     year = {1984},
     mrnumber = {761317},
     zbl = {0545.90005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RO_1984__18_2_131_0/}
}
TY  - JOUR
AU  - McInish, Thomas H.
AU  - Morse, Joel N.
AU  - Saniga, Erwin M.
TI  - Portfolio selection to achieve a target beta
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1984
SP  - 131
EP  - 145
VL  - 18
IS  - 2
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/item/RO_1984__18_2_131_0/
LA  - en
ID  - RO_1984__18_2_131_0
ER  - 
%0 Journal Article
%A McInish, Thomas H.
%A Morse, Joel N.
%A Saniga, Erwin M.
%T Portfolio selection to achieve a target beta
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1984
%P 131-145
%V 18
%N 2
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/item/RO_1984__18_2_131_0/
%G en
%F RO_1984__18_2_131_0
McInish, Thomas H.; Morse, Joel N.; Saniga, Erwin M. Portfolio selection to achieve a target beta. RAIRO - Operations Research - Recherche Opérationnelle, Tome 18 (1984) no. 2, pp. 131-145. http://geodesic.mathdoc.fr/item/RO_1984__18_2_131_0/