@article{publication-4027, author={De Giorgi, Enrico and Hens, Thorsten and Mayer, Janos}, doi={10.1016/j.frl.2010.11.003}, issn={1544-6131}, journal={Finance Research Letters}, number=2, pages={52-58}, publisher={Elsevier}, title={A note on reward-risk portfolio selection and two-fund separation}, volume=8, year=2011, }