Showing 1 - 10 of 20,861
Persistent link: https://www.econbiz.de/10000465107
Persistent link: https://www.econbiz.de/10001637435
Persistent link: https://www.econbiz.de/10014418626
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011479822
Persistent link: https://www.econbiz.de/10011688063
Persistent link: https://www.econbiz.de/10013476867
Persistent link: https://www.econbiz.de/10003603549
Persistent link: https://www.econbiz.de/10011541142
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
Persistent link: https://www.econbiz.de/10001691760