Showing 1 - 10 of 13,873
Persistent link: https://www.econbiz.de/10003386368
Persistent link: https://www.econbiz.de/10001832998
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
Persistent link: https://www.econbiz.de/10000940791
Persistent link: https://www.econbiz.de/10001356609
Persistent link: https://www.econbiz.de/10012699626
Unternehmung Verwendung finden und wo die Probleme beim Einsatz liegen. Das Buch wendet sich gleichermaßen an Wissenschaft und …
Persistent link: https://www.econbiz.de/10014015838
Persistent link: https://www.econbiz.de/10014010583