scientific article
From MaRDI portal
Publication:3640248
zbMATH Open1199.91181MaRDI QIDQ3640248
Publication date: 11 November 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
Related Items (3)
Unnamed Item ⋮ Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization ⋮ Semimartingale theory of monotone mean–variance portfolio allocation
Recommendations
- Optimal mean-variance portfolio selection 👍 👎
- Mean-variance portfolio optimization when means and covariances are unknown 👍 👎
- Portfolio optimization by a bivariate functional of the mean and variance 👍 👎
- OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT 👍 👎
- Unnamed Item 👍 👎
- Unnamed Item 👍 👎
- Unnamed Item 👍 👎
- Unnamed Item 👍 👎
- Unnamed Item 👍 👎
- Unnamed Item 👍 👎
This page was built for publication:
