Specifying the systematic risk of portfolios : a closed form solution (Q3690615)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specifying the systematic risk of portfolios : a closed form solution |
scientific article |
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Specifying the systematic risk of portfolios : a closed form solution (English)
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1985
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systematic risk
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pseudo-inverse
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financial allocation problems
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portfolio selection
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first order Lagrangian conditions
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