Graduate School Of Industrial Administration, Carnegie-Mellon University. I would like to thank seminar participants at Carnegie-Mellon University and the 1986 Western Finance Association Meetings for useful comments, and also R. Grauer, R. Jagannathan, S. Kandel, and R. Roll for pointing out various oversights in previous drafts. I particularly appreciate two very careful readings by the referee, Jonathan Tiemann.
Positively Weighted Portfolios on the Minimum-Variance Frontier
Article first published online: 30 APR 2012
1986 The American Finance Association
The Journal of Finance
Volume 41, Issue 5, pages 1051–1068, December 1986
How to Cite
GREEN, R. C. (1986), Positively Weighted Portfolios on the Minimum-Variance Frontier. The Journal of Finance, 41: 1051–1068. doi: 10.1111/j.1540-6261.1986.tb02530.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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