Some new results on value ranges of risks for mean-variance portfolio models (Q2446404): Difference between revisions

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Revision as of 09:47, 8 July 2024

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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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