A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure

R.A. Maller, Robert Durand, John Gould

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	2005 AFAANZ Conference
Place of Publication	Australia
Publisher	AFAANZ
Pages	38 pages
Volume	NA
Edition	Melbourne, Australia
ISBN (Print)	0975697617
Publication status	Published - 2005
Event	A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure - Melbourne, Australia Duration: 1 Jan 2005 → …

Conference	A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure
Period	1/01/05 → …

Cite this

@inproceedings{f11307dce76f456899230a80b151cec6,

title = "A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure",

author = "R.A. Maller and Robert Durand and John Gould",

year = "2005",

language = "English",

isbn = "0975697617",

volume = "NA",

pages = "38 pages",

booktitle = "2005 AFAANZ Conference",

publisher = "AFAANZ",

edition = "Melbourne, Australia",

note = "A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure ; Conference date: 01-01-2005",

}

TY - GEN

T1 - A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure

AU - Maller, R.A.

AU - Durand, Robert

AU - Gould, John

PY - 2005

Y1 - 2005

M3 - Conference paper

SN - 0975697617

VL - NA

SP - 38 pages

BT - 2005 AFAANZ Conference

PB - AFAANZ

CY - Australia

T2 - A Dynamic Implementation of the Markowitz Portfolio Allocation Procedure

Y2 - 1 January 2005

ER -