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The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Kercheval, Alec, Sowunmi, Ololade
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Mathematical Finance 91G10, 90C20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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