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A note on the investment proportions of a minimum-variance equity portfolio (Q2845938)

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scientific article; zbMATH DE number 6204114
Language Label Description Also known as
English
A note on the investment proportions of a minimum-variance equity portfolio
scientific article; zbMATH DE number 6204114

    Statements

    publication date
    3 September 2013
    0 references
    zbMATH Keywords
    minimum-variance portfolio
    0 references
    capitalization-weighted portfolio
    0 references
    equity return covariance structure
    0 references
    law of iterated expectations
    0 references
    equity portfolio optimization
    0 references
    title
    A note on the investment proportions of a minimum-variance equity portfolio (English)
    0 references

    Identifiers

    zbMATH DE Number
    6204114
    0 references
     
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