The efficient frontier for bounded assets (Q1397684)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1961081
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The efficient frontier for bounded assets |
scientific article; zbMATH DE number 1961081 |
Statements
The efficient frontier for bounded assets (English)
0 references
7 August 2003
0 references
Parametric quadratic programming
0 references
mean-variance portfolio selection
0 references
efficient frontier
0 references
capital market line
0 references
0.8191853165626526
0 references
0.8003707528114319
0 references
0.7872700095176697
0 references
0.786311686038971
0 references
