Market neutral portfolios (Q476263)
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scientific article; zbMATH DE number 6375169
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Market neutral portfolios |
scientific article; zbMATH DE number 6375169 |
Statements
Market neutral portfolios (English)
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28 November 2014
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market neutral portfolio
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mixed-integer nonlinear program
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zero-beta
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0.8184841275215149
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0.7696518301963806
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0.7051913142204285
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0.7043464779853821
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0.6968781352043152
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