The maximum-return-and-minimum-volatility effect : evidence from choosing risky and riskless assets to form a portfolio
Year of publication: |
2021
|
---|---|
Authors: | Lv, Zhihui ; Chu, Amanda M. Y. ; Wong, Wing Keung ; Chiang, Thomas C. |
Subject: | Healthcare sector | Treasury bills | Portfolio optimization | Mean-risk rules | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Staatspapier | Government securities |
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