Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988)
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scientific article; zbMATH DE number 7941703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming |
scientific article; zbMATH DE number 7941703 |
Statements
Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (English)
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12 November 2024
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tangency-nonexistence ratio
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kink
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parametric-quadratic programming
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efficient frontier
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tangency
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capital asset pricing model
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