Optimal portfolios under a correlation constraint

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

Under a correlation constraint the optimal constant/fixed-mix portfolio consists of the market portfolio, the riskless bond and the benchmark.

Original languageEnglish
Pages (from-to)333-345
Number of pages13
JournalQuantitative Finance
Volume18
Issue number3
DOIs
Publication statusPublished - 4 Mar 2018

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