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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-318257
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.31825
Alternative Links zum Volltext:DOI
Zusammenfassung
In standard mean-variance bi-criterion portfolio selection, the efficient set is a frontier. While it is not yet standard for there to be additional criteria in portfolio selection, there has been a growing amount of discussion in the literature on the topic. However, should there be even one additional criterion, the efficient frontier becomes an efficient surface. Striving to parallel Merton's ...
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