Abstract
The Journal of FinanceVolume 29, Issue 5 p. 1479-1490 Article AN EVALUATION OF THE EMPIRICAL SIGNIFICANCE OF OPTIMAL SEEKING ALGORITHMS IN PORTFOLIO SELECTION* R. Buss Porter, R. Buss PorterSearch for more papers by this authorRoger P. Bey, Roger P. Bey Currently Southern Methodist University and the University of Missouri, respectively; however, the paper was completed while both authors were associated with the Pennsylvania State University. Search for more papers by this author R. Buss Porter, R. Buss PorterSearch for more papers by this authorRoger P. Bey, Roger P. Bey Currently Southern Methodist University and the University of Missouri, respectively; however, the paper was completed while both authors were associated with the Pennsylvania State University. Search for more papers by this author First published: December 1974 https://doi.org/10.1111/j.1540-6261.1974.tb03129.xCitations: 5 † This paper is an extension of a paper presented at the meeting of Northeast AIDS at the University of Rhode Island (April 1973). We would like to express our appreciation for the helpful comments of Keith V. Smith. Read the full textAboutPDF 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 Volume29, Issue5December 1974Pages 1479-1490 RelatedInformation
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