Data for "Markowitz and Sharpe envision multiple-objective capital asset pricing models by multiple-objective portfolio selection: Originating multiple risk-free assets and proving the tangency to expected utility indifference surfaces"

Name: Data for "Markowitz and Sharpe envision multiple-objective capital asset pricing models by multiple-objective portfolio selection: Originating multiple risk-free assets and proving the tangency to expected utility indifference surfaces"
Creator: Yue Qi
Published: 2023-12-20T15:57:36.856Z
Keywords: Business Administration

Qi, Yue

doi:10.17632/vytk5rm8s7.1

Data for "Markowitz and Sharpe envision multiple-objective capital asset pricing models by multiple-objective portfolio selection: Originating multiple risk-free assets and proving the tangency to expected utility indifference surfaces"

Published: 20 December 2023| Version 1 | DOI: 10.17632/vytk5rm8s7.1

Contributor:

Yue Qi

Description

Matlab codes for the illustration and figures.

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Nankai University

Data for "Markowitz and Sharpe envision multiple-objective capital asset pricing models by multiple-objective portfolio selection: Originating multiple risk-free assets and proving the tangency to expected utility indifference surfaces"

Description

Files

Institutions

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