Expected mean return : standard deviation efficient frontier approximation with low-cardinality portfolios in the presence of the risk-free asset
Przemysław Juszczuk, Ignacy Kaliszewski, Janusz Miroforidis and Dmitry Podkopaev
| Year of publication: |
2023
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|---|---|
| Authors: | Juszczuk, Przemysław ; Kaliszewski, Ignacy ; Miroforidis, Janusz ; Podkopaev, Dmitry |
| Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2395-2414
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| Subject: | efficient frontier approximation | mean-variance investing | portfolio cardinality | risk-free asset | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014259184