On mean-variance portfolio optimization (Q3606273)
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scientific article; zbMATH DE number 5519349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On mean-variance portfolio optimization |
scientific article; zbMATH DE number 5519349 |
Statements
26 February 2009
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mean-variance optimal portfolios
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mean variance line, efficient frontier
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market portfolio
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capital market line
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0.812953770160675
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0.8112099170684814
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0.8051491379737854
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0.8015674352645874
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