A Linear Programming Approximation for the General Portfolio Analysis Problem

William F. Sharpe

DOI: 10.2307/2329860

Journal of Financial and Quantitative Analysis

Data up to Jan 2025

Published1971

Citations216

References3

Fields

Mathematics Computer science Economics Mathematical optimization Applied mathematics Financial economics

Total Citations Per Year

Abstract

References (3)

Linear Programming and Extensions

1963 • 5,853 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

Cited By (0)

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A Linear Programming Approximation for the General Portfolio Analysis Problem (1971) – Journal of Financial and Quantitative Analysis | Metascience Observatory Explorer