Optimal portfolio choice in the singular case
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207728308926510
Reference9 articles.
1. Statistical Prediction Analysis
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3. Ridge Regression: Applications to Nonorthogonal Problems
4. A LIMITED-DIVERSIFICATION PORTFOLIO SELECTION MODEL FOR THE SMALL INVESTOR
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1. A Portfolio Optimization Approach with a Large Number of Assets: Applications to the US and Korean Stock Markets;Asia-Pacific Journal of Financial Studies;2018-10
2. On the use of the Moore–Penrose generalized inverse in the portfolio optimization problem;Finance Research Letters;2017-08
3. A dynamic view of the portfolio efficiency frontier;Computers & Mathematics with Applications;1989
4. A DYNAMIC VIEW OF THE PORTFOLIO EFFICIENCY FRONTIER††The author expresses his sincere thanks to the anonymous reviewers for their thoughtful comments which were found most helpful in preparing this revised version. Appreciation is also due to the Guest Editor, Professor S. Mittnik for inviting me to contribute the paper.;System-Theoretic Methods in Economic Modelling II;1989
5. Tests of efficiency of limited diversification portfolios;Applied Economics;1985-12
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