Markowitz's Portfolio Variance Describes Only a Limited Case of Constant Trade Volumes

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Victor Olkhov
DOI: 10.2139/ssrn.6110606
Cited by: 0
References: 8

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Publication details

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