The Markowitz Category (Q4553798)

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scientific article; zbMATH DE number 6969769
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The Markowitz Category
scientific article; zbMATH DE number 6969769

    Statements

    title
    The Markowitz Category (English)
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    author
    John Armstrong
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    publication date
    31 October 2018
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    zbMATH Keywords
    portfolio optimization
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    Markowitz
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    category
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    isomorphism
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    Identifiers

    DOI
    10.1137/17M1155727
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    zbMATH DE Number
    6969769
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    arXiv ID
    1611.07741
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