What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
Crossref DOI link: https://doi.org/10.1007/s11408-018-0306-7
Published Online: 2018-02-01
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kwan, Clarence C. Y.
Text and Data Mining valid from 2018-02-01
Article History
First Online: 1 February 2018