Some new results on value ranges of risks for mean-variance portfolio models (Q2446404)
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scientific article; zbMATH DE number 6286257
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| English | Some new results on value ranges of risks for mean-variance portfolio models |
scientific article; zbMATH DE number 6286257 |
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Some new results on value ranges of risks for mean-variance portfolio models (English)
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16 April 2014
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eigenvalue
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equal weight portfolio
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matrix theory
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portfolio mean-variance model
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portfolio risk
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0.762592613697052
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0.7563351392745972
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0.7481693625450134
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0.7475827932357788
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