The efficient frontier for bounded assets (Q1397684)
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scientific article; zbMATH DE number 1961081
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The efficient frontier for bounded assets |
scientific article; zbMATH DE number 1961081 |
Statements
The efficient frontier for bounded assets (English)
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7 August 2003
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Parametric quadratic programming
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mean-variance portfolio selection
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efficient frontier
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capital market line
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0.8191853165626526
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0.8003707528114319
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0.7872700095176697
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0.786311686038971
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