September 01, 2021 article On the long-only minimum variance portfolio under single factor model Operations Research Letters DOI: 10.1016/j.orl.2021.08.014 OpenAlex Authors 0 Author list not loaded yet. Cited by 2 stored of 5 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Are minimum variance portfolios in multi-factor models long in low-beta assets? 2024 Mathematics and Financial Economics article Decision Sciences Risk and Portfolio Optimization Open access 2 citations On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks 2024 Springer eBooks book-chapter Mathematics Random Matrices and Applications 0 citations 2 results References 0