Reference
Enrique Sentana (CEMFI, Madrid), “Duality in Mean-Variance Frontiers with Conditioning Information”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
See also
Published in
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011