Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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