Mean variance optimization of portfolios (Q2789251)
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scientific article; zbMATH DE number 6546703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean variance optimization of portfolios |
scientific article; zbMATH DE number 6546703 |
Statements
26 February 2016
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portfolio theory
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mean variance optimization
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efficient frontier
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Sharpe ratio
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Mean variance optimization of portfolios (English)
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