Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035)
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scientific article; zbMATH DE number 7032860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling the role of variance and covariance information in portfolio selection problems |
scientific article; zbMATH DE number 7032860 |
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Disentangling the role of variance and covariance information in portfolio selection problems (English)
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6 March 2019
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inverse covariance matrix
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minimum variance portfolio
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reward-to-risk timing
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tangency portfolio
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volatility timing
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