Properties of the beta coefficient of the global minimum variance portfolio
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| Date: | 2021 |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
2021
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| Series: | Mathematical Modeling and Computing |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001283448 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
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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 |