Showing 1 - 10 of 13,403
Persistent link: https://www.econbiz.de/10003386368
Persistent link: https://www.econbiz.de/10001832998
Persistent link: https://www.econbiz.de/10014448803
Persistent link: https://www.econbiz.de/10011478508
Persistent link: https://www.econbiz.de/10001480767
Persistent link: https://www.econbiz.de/10000923155
Persistent link: https://www.econbiz.de/10013410081
Persistent link: https://www.econbiz.de/10009381638
Persistent link: https://www.econbiz.de/10009611832
This paper characterizes the asymptotic behaviour, as the number of assets gets arbitrarily large, of the portfolio weights for the class of tangency portfolios belonging to the Markowitz paradigm. It is assumed that the joint distribution of asset returns is characterized by a general factor...
Persistent link: https://www.econbiz.de/10003720566