Saving Markowitz : A Risk Parity Approach Based on the Cauchy Interlacing Theorem
Year of publication: |
2020
|
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Authors: | Fernandes, Fernando |
Other Persons: | Oliveira, Rogerio (contributor) ; De-Losso, Rodrigo (contributor) ; J. D. Soto, Angelo (contributor) ; Delano Cavalcanti, Pedro (contributor) ; M. S. Campos, Gabriel (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Sparen | Savings |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3654300 [DOI] |
Classification: | c38 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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