Mean–variance efficient portfolios with many assets: 50% short
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Publication:4911223
DOI10.1080/14697688.2010.514282zbMath1258.91201OpenAlexW1984346516MaRDI QIDQ4911223
Publication date: 14 March 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2010.514282
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
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