Mean–variance efficient portfolios with many assets: 50% short (Q4911223): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q592386 |
||
| Property / author | |||
| Property / author: Q169462 / rank | |||
Revision as of 16:56, 19 February 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
Mean–variance efficient portfolios with many assets: 50% short (English)
0 references
14 March 2013
0 references
portfolio analysis
0 references
portfolio optimization
0 references
mean-variance analysis
0 references
stochastic matrix analysis
0 references
