Norm constrained minimum variance portfolios with short selling
Vrinda Dhingra, Shiv Kumar Gupta, Amita Sharma
| Year of publication: |
2023
|
|---|---|
| Authors: | Dhingra, Vrinda ; Gupta, Shiv Kumar ; Sharma, Amita |
| Subject: | Budget constraint | Minimum variance portfolio model | Norm constraints | Risk-free interest rate | Short selling | Short-rebate | Portfolio-Management | Portfolio selection | Theorie | Theory | Leerverkauf | Varianzanalyse | Analysis of variance | Zins | Interest rate | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00438-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228494