%0 Journal Article %1 noauthororeditor %A Ottucsák, György %A Vajda, István %D 2004 %J Statistics & Decisions %K markowitz portfolio quantfinance %P 901-923 %T An Asymptotic Analysis of the Mean-Variance Portfolio Selection %U http://www.cs.bme.hu/~oti/portfolio/articles/marko.pdf %V 99

@article{noauthororeditor, added-at = {2015-12-12T01:47:55.000+0100}, author = {Ottucs\'{a}k, Gy\"{o}rgy and Vajda, Istv\'{a}n}, biburl = {https://www.bibsonomy.org/bibtex/20454737616270e5fce377626eca1aded/shabbychef}, interhash = {05f6882b365340b43abbadc7f27b1172}, intrahash = {0454737616270e5fce377626eca1aded}, journal = {Statistics & Decisions}, keywords = {markowitz portfolio quantfinance}, pages = {901-923}, timestamp = {2015-12-15T23:47:23.000+0100}, title = {An Asymptotic Analysis of the Mean-Variance Portfolio Selection}, url = {http://www.cs.bme.hu/~oti/portfolio/articles/marko.pdf}, volume = 99, year = 2004 }