A condition for asset redundancy in the mean-variance model of portfolio investment (Q4989568)
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scientific article; zbMATH DE number 7351035
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| English | A condition for asset redundancy in the mean-variance model of portfolio investment |
scientific article; zbMATH DE number 7351035 |
Statements
25 May 2021
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modern portfolio theory
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Markowitz model
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mean-variance portfolio optimization
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asset redundancy
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problem size
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0.7513942122459412
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0.7141855359077454
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0.696757972240448
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0.6964022517204285
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0.6935720443725586
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