Portfolio selection to achieve a target beta
RAIRO - Operations Research - Recherche Opérationnelle, Volume 18 (1984) no. 2, pp. 131-145.
@article{RO_1984__18_2_131_0,
     author = {McInish, Thomas H. and Morse, Joel N. and Saniga, Erwin M.},
     title = {Portfolio selection to achieve a target beta},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {131--145},
     publisher = {EDP-Sciences},
     volume = {18},
     number = {2},
     year = {1984},
     mrnumber = {761317},
     zbl = {0545.90005},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1984__18_2_131_0/}
}
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McInish, Thomas H.; Morse, Joel N.; Saniga, Erwin M. Portfolio selection to achieve a target beta. RAIRO - Operations Research - Recherche Opérationnelle, Volume 18 (1984) no. 2, pp. 131-145. http://archive.numdam.org/item/RO_1984__18_2_131_0/

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