Norm constrained minimum variance portfolios with short selling (Q6088763)
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scientific article; zbMATH DE number 7778010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Norm constrained minimum variance portfolios with short selling |
scientific article; zbMATH DE number 7778010 |
Statements
Norm constrained minimum variance portfolios with short selling (English)
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14 December 2023
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minimum variance portfolio model
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norm constraints
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short selling
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short-rebate
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risk-free interest rate
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budget constraint
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