Single-Index Model, Multiple-Index Model, and Portfolio Selection (Q5139511)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Single-Index Model, Multiple-Index Model, and Portfolio Selection |
scientific article; zbMATH DE number 7283293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single-Index Model, Multiple-Index Model, and Portfolio Selection |
scientific article; zbMATH DE number 7283293 |
Statements
Single-Index Model, Multiple-Index Model, and Portfolio Selection (English)
0 references
9 December 2020
0 references
beta coefficient
0 references
covariance
0 references
Lagrangian calculus maximization
0 references
linear programming
0 references
market model
0 references
multiple-index model
0 references
single-index model
0 references
