Mean–variance efficient portfolios with many assets: 50%...

Quantitative Finance 2011 / 10 Vol. 11; Iss. 10

Mean–variance efficient portfolios with many assets: 50% short

Levy, Moshe, Ritov, Ya'acov
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Volume:
11
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.514282
Date:
October, 2011
File:
PDF, 815 KB
english, 2011
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