Geometry of unconditionally efficient portfolios formed with conditioning information: the efficient semicircle (Q5014222)
From MaRDI portal
scientific article; zbMATH DE number 7436806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometry of unconditionally efficient portfolios formed with conditioning information: the efficient semicircle |
scientific article; zbMATH DE number 7436806 |
Statements
Geometry of unconditionally efficient portfolios formed with conditioning information: the efficient semicircle (English)
0 references
1 December 2021
0 references
unconditionally efficient portfolio
0 references
Sharp ratio
0 references
portfolio weight
0 references
