Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869)
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scientific article
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| English | Portfolio optimization when expected stock returns are determined by exposure to risk |
scientific article |
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Portfolio optimization when expected stock returns are determined by exposure to risk (English)
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15 November 2010
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\(1/n\) strategy
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Black-Scholes model
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expected stock returns
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Markowitz' problem
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portfolio optimization
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ranks
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0.7790058851242065
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0.7772590517997742
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0.7636844515800476
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0.757746160030365
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0.7533212304115295
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