Daniel Niedermayer

University of Basel

Petersplatz 1

Basel, CH-4003

Switzerland

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Applying Markowitz's Critical Line Algorithm

University of Bern Economics Working Paper No. 07-01
Number of pages: 26 Posted: 05 Apr 2006
Andras F. Niedermayer and Daniel Niedermayer
University of Mannheim - Department of Economics and University of Basel
Downloads 1,127 (18,924)
Citation 5

Abstract:

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finance, portfolio selection, efficient frontier, critical line algorithm, quadratic optimization, numerical methods

2.

The Cross-Section of Positively Weighted Portfolios

Number of pages: 29 Posted: 04 Mar 2007
Daniel Niedermayer and Heinz Zimmermann
University of Basel and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 154 (198,738)

Abstract:

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asset pricing, CAPM, Roll Critique, mean-variance analysis, short-sale constraint, market proxy