Efficient subset of portfolio under degenerate mean-variance model (Q4904904)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient subset of portfolio under degenerate mean-variance model |
scientific article; zbMATH DE number 6135919
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient subset of portfolio under degenerate mean-variance model |
scientific article; zbMATH DE number 6135919 |
Statements
13 February 2013
0 references
portfolio
0 references
efficient subset
0 references
singular covariance matrix
0 references
mean-variance spanning
0 references
0.8383693695068359
0 references
0.7917622327804565
0 references
