Properties of the beta coefficient of the global minimum variance portfolio / Yaroshko, S. M., Zabolotskyy, M. V., Zabolotskyy, T. M. (2021)
web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001283448
Mathematical Modeling and Computing  А - 2020 /  Issue (2021, Vol. 8, Num. 1)
Yaroshko S. M., Zabolotskyy M. V., Zabolotskyy T. M.
Properties of the beta coefficient of the global minimum variance portfolio
Cite:
Yaroshko, S. M., Zabolotskyy, M. V., Zabolotskyy, T. M. (2021). Properties of the beta coefficient of the global minimum variance portfolio. Mathematical Modeling and Computing, 8 (1), 11–21. http://jnas.nbuv.gov.ua/article/UJRN-0001283448 | |
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