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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2010.514282 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1984346516 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary conditions for the CAPM / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of the distributions that imply mean-variance utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of Alternative Utility Functions in Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for a CAPM equilibrium with positive prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Collective behavior of stock price movements - a random matrix theory approach / rank
 
Normal rank

Latest revision as of 06:19, 6 July 2024

scientific article; zbMATH DE number 6144869
Language Label Description Also known as
English
Mean–variance efficient portfolios with many assets: 50% short
scientific article; zbMATH DE number 6144869

    Statements

    Identifiers