Showing 1 - 10 of 22
Portfolios that are risk-return efficient in the sense of Markowitz sometimes contain too many securities to be attractive to the small investor. An optimal portfolio subject to a size constraint can be found by an implicit enumeration algorithm, that is much faster than a previous approach and...
Persistent link: https://www.econbiz.de/10009203801
Persistent link: https://www.econbiz.de/10002067856
Persistent link: https://www.econbiz.de/10002068724
Persistent link: https://www.econbiz.de/10002067848
Persistent link: https://www.econbiz.de/10002205293
Persistent link: https://www.econbiz.de/10005075129
Persistent link: https://www.econbiz.de/10005347376
Persistent link: https://www.econbiz.de/10005240285
Persistent link: https://www.econbiz.de/10005253568
Persistent link: https://www.econbiz.de/10005284108