Mean–variance efficient portfolios with many assets: 50% short (Q4911223): Difference between revisions
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Revision as of 20:57, 19 March 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)
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14 March 2013
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portfolio analysis
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portfolio optimization
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mean-variance analysis
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stochastic matrix analysis
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