Some new results on value ranges of risks for mean-variance portfolio models (Q2446404): Difference between revisions
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scientific article
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English | Some new results on value ranges of risks for mean-variance portfolio models |
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Some new results on value ranges of risks for mean-variance portfolio models (English)
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16 April 2014
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eigenvalue
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equal weight portfolio
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matrix theory
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portfolio mean-variance model
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portfolio risk
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