Mean–variance efficient portfolios with many assets: 50% short (Q4911223): Difference between revisions

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-Q169462
@@ Property / author: Q169462 / rank @@
-Normal rank
@@ Property / author @@
+Ya'acov Ritov
@@ Property / author: Ya'acov Ritov / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2010.514282
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@@ Property / OpenAlex ID @@
+W1984346516
@@ Property / OpenAlex ID: W1984346516 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary conditions for the CAPM
@@ Property / cites work: Necessary conditions for the CAPM / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of the distributions that imply mean-variance utility functions
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@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
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@@ Property / cites work @@
+RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
@@ Property / cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS / rank @@
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@@ Property / cites work @@
+Conditions for a CAPM equilibrium with positive prices
+Normal rank
@@ Property / cites work @@
+Collective behavior of stock price movements - a random matrix theory approach
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