A Note on the ‘Zero Row‐Sum’ Property of Mean‐Variance Portfolio Allocation Models*

Abstract

Economic RecordVolume 56, Issue 152 p. 91-93 A Note on the ‘Zero Row-Sum’ Property of Mean-Variance Portfolio Allocation Models* JOHN R. PERRIN, JOHN R. PERRIN The Treasury, Canberra, ACT 2600Search for more papers by this author JOHN R. PERRIN, JOHN R. PERRIN The Treasury, Canberra, ACT 2600Search for more papers by this author First published: March 1980 https://doi.org/10.1111/j.1475-4932.1980.tb01655.xCitations: 2 † *I am indebted to Neil Johton, John Looker and Tom Valentine for much helpful discussion and comment on an earlier draft of this note My thanks to an anollpous refaree for suggesting an improvemeat in the analysis of tbe ‘pseudo’ alloation problan. Of course, I accept all responsibility for the analysis which does not necessarily neflect the views of the Trrasury. AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume56, Issue152March 1980Pages 91-93 RelatedInformation