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SOME PORTFOLIO ADJUSTMENT THEOREMS FOR THE CASE OF NON‐NEGATIVITY CONSTRAINTS ON SECURITY HOLDINGS
Author(s) -
Jones-Lee M. W.
Publication year - 1971
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1971.tb01730.x
Subject(s) - portfolio , citation , negativity effect , computer science , mathematical economics , economics , library science , financial economics , psychology , social psychology