Pages that link to "Item:Q605869"
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The following pages link to Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869):
Displaying 5 items.
- Investing equally in risk (Q354660) (← links)
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)