The optimal analytical solution to a portfolio model for uncorrelated assets

DOI10.17654/AM094010045zbMATH Open1335.91071OpenAlexW2519425173MaRDI QIDQ2800746FDOQ2800746

Authors: Hongshun Ruan, Hao Wang 

Publication date: 18 April 2016

Published in: Far East Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9585.htm

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zbMATH Keywords

portfolioriskoptimal analytical solution

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (2)

• Title not available (Why is that?)
• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION

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