The maximum-return-and-minimum-volatility effect : evidence from choosing risky and riskless assets to form a portfolio
Zhihui Lv, Amanda M.Y. Chu, Wing Keung Wong, Thomas C. Chiang
| Year of publication: |
2021
|
|---|---|
| Authors: | Lv, Zhihui ; Chu, Amanda M. Y. ; Wong, Wing Keung ; Chiang, Thomas C. |
| Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 23.2021, 1/2, p. 97-122
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| Subject: | Healthcare sector | Treasury bills | Portfolio optimization | Mean-risk rules | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Staatspapier | Government securities |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-021-00069-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012544573