Portfolio Selection in the Mean-Variance Model: A Note

Authors

  • LARS TYGE NIELSEN

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    • Departments of Economics and Finance, University of Texas at Austin. Initial research was supported by the Danish Social Science Research Council. I thank C. Huang, A. Mas-Colell, and participants in seminars at the University of Texas and at Massachusetts Institute of Technology for discussions and comments on earlier versions of the paper. All errors are mine.

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