Investing equally in risk

DOI10.1007/s10203-011-0121-3zbMath1287.91135OpenAlexW2160397433MaRDI QIDQ354660

Carl Lindberg

Publication date: 19 July 2013

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-011-0121-3

zbMATH Keywords

Black-Scholes modelportfolio optimizationmean-variance\(1/n\) strategyexpected stock returnsMarkowitz' problem

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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