Technical Note—Options Portfolio Selection (Q5130505)
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scientific article; zbMATH DE number 7269924
Language | Label | Description | Also known as |
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English | Technical Note—Options Portfolio Selection |
scientific article; zbMATH DE number 7269924 |
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Technical Note—Options Portfolio Selection (English)
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4 November 2020
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options
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portfolio choice
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Sharpe ratio
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duality
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multiple assets
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