Pages that link to "Item:Q2789251"
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The following pages link to Mean variance optimization of portfolios (Q2789251):
Displaying 16 items.
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← links)
- Digital portfolio theory (Q1610293) (← links)
- Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
- A new foundation for the mean-variance analysis (Q1827662) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Mean-variance analysis and the modified market portfolio (Q2291810) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- (Q3518767) (← links)
- (Q3640248) (← links)
- (Q4254908) (← links)
- A geometric point of view on mean-variance models (Q4425017) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- Safety-first portfolio selection (Q5918317) (← links)