Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848)
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scientific article; zbMATH DE number 6253080
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| English | Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? |
scientific article; zbMATH DE number 6253080 |
Statements
Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (English)
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31 January 2014
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risk aversion coefficient
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global minimum variance portfolio
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efficient frontier
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0.7790387272834778
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0.7705101370811462
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0.7696115970611572
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0.7527667880058289
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0.7438985705375671
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