Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983): Difference between revisions
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Latest revision as of 18:13, 30 December 2024
scientific article; zbMATH DE number 7744754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset |
scientific article; zbMATH DE number 7744754 |
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Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (English)
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29 September 2023
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risk-free asset
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mean-variance investing
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efficient frontier approximation
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portfolio cardinality
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