The optimal analytical solution to a portfolio model for uncorrelated assets

DOI10.17654/AM094010045MaRDI QIDQ2800746zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

portfolioriskoptimal analytical solution

Mathematics Subject Classification ID

Portfolio theory (91G10)

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(2)

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• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION

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