The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics

By Alec Kercheval, Ololade Sowunmi

Published 2026-04-11

Everscope rating

1913.7

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Convex Optimization with Asymptotic Analysis. Problem types: Portfolio Optimization, Optimization, Risk Management.

arXiv:2604.09986 · Code · Paper rankings

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