Optimal long-only portfolios in this framework are supported on a boundary set called the green frontier, with unused assets obeying a capital asset pricing inequality.
Raging bull: how to invest in the growth stocks of the 90s
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Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit
Optimal long-only portfolios in this framework are supported on a boundary set called the green frontier, with unused assets obeying a capital asset pricing inequality.