We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
A NOTE ON A PROPERTY OF THE INVERSE OF A BORDERED MATRIX AND ITS IMPLICATION FOR THE THEORY OF PORTFOLIO SELECTION.
- Authors
Jones-Lee, M. W.
- Abstract
This article presents a note on a property of the inverse of a bordered matrix and its implication for portfolio selection theory. Included are the definitions of real matrices and vectors, the theorem, and proof. Section four of this article includes a corollary in the theory of portfolio selection.
- Subjects
MATRICES (Mathematics); PORTFOLIO management (Investments); UTILITY functions; QUADRATIC forms
- Publication
Journal of Financial & Quantitative Analysis, 1974, Vol 9, Issue 6, p1081
- ISSN
0022-1090
- Publication type
Article
- DOI
10.2307/2329741