Zero covariation returns (Q2296115)
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scientific article; zbMATH DE number 7168372
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Zero covariation returns |
scientific article; zbMATH DE number 7168372 |
Statements
Zero covariation returns (English)
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17 February 2020
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bilateral gamma process
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minmaxvar distortion
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conic portfolio theory
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distorted expectation
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0.7101468443870544
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0.6981659531593323
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0.6955715417861938
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0.6897783875465393
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0.686845600605011
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