On the long-only minimum variance portfolio under single factor model (Q2060386)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the long-only minimum variance portfolio under single factor model |
scientific article; zbMATH DE number 7442930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the long-only minimum variance portfolio under single factor model |
scientific article; zbMATH DE number 7442930 |
Statements
On the long-only minimum variance portfolio under single factor model (English)
0 references
13 December 2021
0 references
portfolio optimization
0 references
minimum variance portfolio
0 references
single factor model
0 references
security beta
0 references
long-only beta threshold
0 references
0 references
0 references
