Efficient Frontiers and Tangent Portfolio
The paper explores the characteristics of kinks in portfolio optimization, demonstrating their universal existence and the absence of tangency.
Featured in No. 45 on 17 Apr 2024 · on release day
- Released
- 17 Apr 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:wsi:apjorx:v:41:y:2024:i:02:n:s0217595923500124
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).