Optimal portfolio and confidence set (Q6188052)
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scientific article; zbMATH DE number 7798339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio and confidence set |
scientific article; zbMATH DE number 7798339 |
Statements
Optimal portfolio and confidence set (English)
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1 February 2024
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portfolio
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return
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covariation matrix
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expectations
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duality
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minimal volume ellipsoid
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quantile
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0.7317376136779785
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0.7316137552261353
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0.7304297685623169
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0.7301033139228821
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