Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035)
From MaRDI portal
scientific article; zbMATH DE number 7032860
Language | Label | Description | Also known as |
---|---|---|---|
English | Disentangling the role of variance and covariance information in portfolio selection problems |
scientific article; zbMATH DE number 7032860 |
Statements
Disentangling the role of variance and covariance information in portfolio selection problems (English)
0 references
6 March 2019
0 references
inverse covariance matrix
0 references
minimum variance portfolio
0 references
reward-to-risk timing
0 references
tangency portfolio
0 references
volatility timing
0 references
0 references
0 references