Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093)
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scientific article; zbMATH DE number 7719449
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| English | Static Markowitz mean-variance portfolio selection model with long-term bonds |
scientific article; zbMATH DE number 7719449 |
Statements
Static Markowitz mean-variance portfolio selection model with long-term bonds (English)
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26 July 2023
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Markowitz model
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term structure model
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zero-coupon bonds
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bond portfolio
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Sharpe ratio
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multi-factor
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Vasicek model
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0.7643942832946777
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0.7599020600318909
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0.7536197900772095
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0.7488148808479309
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