Portfolio Optimization with Many Assets: The Importance of Short-Selling
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Cited by:
- Marco A. Paganini, 2023. "Systematic Risk and Corporate Business Performance," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 15(12), pages 118-118, December.
- Maller, Ross & Roberts, Steven & Tourky, Rabee, 2016. "The large-sample distribution of the maximum Sharpe ratio with and without short sales," Journal of Econometrics, Elsevier, vol. 194(1), pages 138-152.
- Michael McKenzie & Olan T. Henry, 2007. "The Determinnts of Short Selling in the Hong Kong Equities Market," Department of Economics - Working Papers Series 1001, The University of Melbourne.
- Vrinda Dhingra & Shiv Kumar Gupta & Amita Sharma, 2023. "Norm constrained minimum variance portfolios with short selling," Computational Management Science, Springer, vol. 20(1), pages 1-35, December.
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Keywords
portfolio optimization; short-selling; CAPM.;All these keywords.
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