Morkowitz Space: A more stationary space for efficient portfolio selection

SSRN Electronic Journal 2026 Preprint Open access

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Authors: H. Tabatabaei Yazdi, Vahid Golmah, Mostafa Nouri-Baygi
DOI: 10.2139/ssrn.6037025
Cited by: 0
References: 7

Fields of Study & Subjects

Stock Market Forecasting Methods Advanced Bandit Algorithms Research Risk and Portfolio Optimization

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint