Mean--variance efficient portfolios with many assets: 50\% short (Q4911223)
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: Mean--variance efficient portfolios with many assets: 50\% short |
scientific article; zbMATH DE number 6144869
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean--variance efficient portfolios with many assets: 50\% short |
scientific article; zbMATH DE number 6144869 |
Statements
Mean–variance efficient portfolios with many assets: 50% short (English)
0 references
14 March 2013
0 references
portfolio analysis
0 references
portfolio optimization
0 references
mean-variance analysis
0 references
stochastic matrix analysis
0 references
0.81404709815979
0 references
0.7942432165145874
0 references
0.7926602959632874
0 references
0.7811940908432007
0 references
0.7785634994506836
0 references
