On the long-only minimum variance portfolio under single factor model (Q2060386)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the long-only minimum variance portfolio under single factor model |
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On the long-only minimum variance portfolio under single factor model (English)
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13 December 2021
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portfolio optimization
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minimum variance portfolio
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single factor model
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security beta
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long-only beta threshold
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