Properties of the beta coefficient of the global minimum variance portfolio
Gespeichert in:
| Datum: | 2021 |
|---|---|
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
2021
|
| Schriftenreihe: | Mathematical Modeling and Computing |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0001283448 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-7212 |
|---|---|
| record_format |
dspace |
| spelling |
open-sciencenbuvgovua-72122024-02-25T16:07:41Z Properties of the beta coefficient of the global minimum variance portfolio S. M. Yaroshko M. V. Zabolotskyy T. M. Zabolotskyy 2312-9794 2021 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001283448 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Mathematical Modeling and Computing |
| spellingShingle |
Mathematical Modeling and Computing S. M. Yaroshko M. V. Zabolotskyy T. M. Zabolotskyy Properties of the beta coefficient of the global minimum variance portfolio |
| format |
Article |
| author |
S. M. Yaroshko M. V. Zabolotskyy T. M. Zabolotskyy |
| author_facet |
S. M. Yaroshko M. V. Zabolotskyy T. M. Zabolotskyy |
| author_sort |
S. M. Yaroshko |
| title |
Properties of the beta coefficient of the global minimum variance portfolio |
| title_short |
Properties of the beta coefficient of the global minimum variance portfolio |
| title_full |
Properties of the beta coefficient of the global minimum variance portfolio |
| title_fullStr |
Properties of the beta coefficient of the global minimum variance portfolio |
| title_full_unstemmed |
Properties of the beta coefficient of the global minimum variance portfolio |
| title_sort |
properties of the beta coefficient of the global minimum variance portfolio |
| publishDate |
2021 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0001283448 |
| work_keys_str_mv |
AT smyaroshko propertiesofthebetacoefficientoftheglobalminimumvarianceportfolio AT mvzabolotskyy propertiesofthebetacoefficientoftheglobalminimumvarianceportfolio AT tmzabolotskyy propertiesofthebetacoefficientoftheglobalminimumvarianceportfolio |
| first_indexed |
2025-07-17T11:30:29Z |
| last_indexed |
2025-07-17T11:30:29Z |
| _version_ |
1850411469799161856 |