A condition for asset redundancy in the mean-variance model of portfolio investment

MaRDI QIDQ4989568zbMATH OpenFDO

Authors Przemysław Juszczuk, Ignacy Kaliszewski, Janusz Miroforidis, Dmitry Podkopaev

Publication date 25 May 2021

zbMATH Keywords

asset redundancyMarkowitz modelmean-variance portfolio optimizationmodern portfolio theoryproblem size

Mathematics Subject Classification ID

Portfolio theory (91G10)

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