Analytic solutions of an efficient frontier and an efficient portfolio with singular covariance matrix (Q3640401)
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scientific article; zbMATH DE number 5629944
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| English | Analytic solutions of an efficient frontier and an efficient portfolio with singular covariance matrix |
scientific article; zbMATH DE number 5629944 |
Statements
11 November 2009
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analytic solutions
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0.8627291917800903
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0.8576406240463257
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0.8431982398033142
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