Investing equally in risk
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DOI: 10.1007/s10203-011-0121-3
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More about this item
Keywords
1/n strategy; Black–Scholes model; Expected stock returns; Markowitz’ problem; Mean–variance; Portfolio optimization; C02; C60; C61; C69;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
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