Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? |
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Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (English)
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31 January 2014
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risk aversion coefficient
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global minimum variance portfolio
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efficient frontier
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