Menu simplification for portfolio selection under short-sales constraints
Year of publication: |
2023
|
---|---|
Authors: | AitSahlia, Farid ; Doellman, Thomas ; Sardarli, Sabuhi |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 1, p. 3-21
|
Subject: | asset allocation | defined contribution plans | mean-variance spanning | short sales | Wald test | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Leerverkauf | Short selling |
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