@article{RO_2013__47_3_311_0, author = {Keykhaei, Reza and Jahandideh, Mohamad-Taghi}, title = {Producing the tangency portfolio as a corner portfolio}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {311--320}, publisher = {EDP-Sciences}, volume = {47}, number = {3}, year = {2013}, doi = {10.1051/ro/2013041}, mrnumber = {3143755}, zbl = {1282.91304}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro/2013041/} }