Caie Zhao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Is the MV efficient portfolio really that sensitive to estimation errors?2009-05-22Paper
Sensitivity to estimation errors in mean-variance models
Acta Mathematicae Applicatae Sinica. English Series
2004-09-22Paper
Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling
Applied Mathematics. Series B (English Edition)
2002-12-16Paper


Research outcomes over time


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