The Journal of Finance, Vol. 41, No. 5 (Dec., 1986), pp. 1051-1068 (18 pages) Duality theory is employed to provide necessary and sufficient conditions for portfolios on the minimum-variance frontier ...

This article originally appeared in the fall 2019 issue of Morningstar Magazine. To learn more about Morningstar Magazine, please visit our corporate website. The Capital Asset Pricing Model is one of ...

The problem of finding minimum variance unbiased estimators of various parameters for parametric distributions is an important one in statistics. This article gives analytical formulas for the minimum ...

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