ListarGrau en Finances i Comptabilitat por tema "variance of the Beta"
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Selection of portfolios that minimise the variance of the estimated beta for efficient portfolios in Markowitz's sense
Universitat Jaume I (2019-06-13)The work that we present below is the practical application of the model proposed by McInish et al. (1984), where the main objective is to find a portfolio of risky assets – formed by individual asset weights – that minimizes ...