Analytic Investment Management, Inc., Irvine, California. The author gratefully acknowledges stimulating conversations over the years on portfolio theory with Sheen T. Kassouf.
A Simple Algorithm for the Portfolio Selection Problem
Article first published online: 30 APR 2012
1988 The American Finance Association
The Journal of Finance
Volume 43, Issue 1, pages 71–82, March 1988
How to Cite
LEWIS, A. L. (1988), A Simple Algorithm for the Portfolio Selection Problem. The Journal of Finance, 43: 71–82. doi: 10.1111/j.1540-6261.1988.tb02589.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!