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Norm constrained minimum variance portfolios with short selling - MaRDI portal

Norm constrained minimum variance portfolios with short selling (Q6088763)

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scientific article; zbMATH DE number 7778010
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English
Norm constrained minimum variance portfolios with short selling
scientific article; zbMATH DE number 7778010

    Statements

    title
    Norm constrained minimum variance portfolios with short selling (English)
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    author
    Vrinda Dhingra
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    Shiv K. Gupta
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    Amita Sharma
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    publication date
    14 December 2023
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    zbMATH DE Number
    7778010
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    zbMATH Keywords
    minimum variance portfolio model
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    norm constraints
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    short selling
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    short-rebate
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    risk-free interest rate
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    budget constraint
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    OpenAlex ID
    W4319879420
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    cites work
     
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