search query: @author Ehrhardt, M. C. / total: 7
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| Author: | Ehrhardt, M. C. |
| Title: | A new linear programming approach to bond portfolio management: a comment |
| Journal: | Journal of Financial and Quantitative Analysis
1989 : DEC, VOL. 24:4, p. 533-537 |
| Index terms: | PORTFOLIO MANAGEMENT LINEAR PROGRAMMING TAXATION |
| Language: | eng |
| Abstract: | Analysis of dual problem raised by Ronn in his empirical tests, including models of equilibrium based on a representative tax bracket hypothesis, related to a single class of marginal investors. Ronn's linear programme /LP/. Primal problem. Analysis of the dual problem. Purchase and short-sales restrictions or the initial portfolio position. |
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