Producing the tangency portfolio as a corner portfolio (Q5397703)
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scientific article; zbMATH DE number 6261127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Producing the tangency portfolio as a corner portfolio |
scientific article; zbMATH DE number 6261127 |
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Producing the tangency portfolio as a corner portfolio (English)
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24 February 2014
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mean-variance optimization
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parametric quadratic programming
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critical line algorithm
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capital allocation line
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tangency portfolio
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