RT Journal T1 The Properties of Portfolio’s Covariance Matrix and The Optimal Portfolio Selection A1 XIONG He-ping PB Chinese Journal of Management Science FD 2002-04-28 YR 2002 JF Chinese Journal of Management Science JO Chinese Journal of Management Science VO IS 2 SP 12 DO K1 portfolio;covariance;efficient subset LK {http://www.zgglkx.com/EN/article/article_13931.shtml}