Efficient portfolio and no-arbitrage analysis in general \(M\)-\(V\) model (Q5435895)
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scientific article; zbMATH DE number 5226520
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| English | Efficient portfolio and no-arbitrage analysis in general \(M\)-\(V\) model |
scientific article; zbMATH DE number 5226520 |
Statements
14 January 2008
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singular covariance matrix
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efficient portfolio
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no-arbitrage analysis
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0.8627291917800903
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0.7902007102966309
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0.7847862839698792
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0.7790811657905579
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