A geometric point of view on mean-variance models
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Publication:4425017
DOI10.4064/AM30-2-6zbMATH Open1068.91032OpenAlexW2071702782MaRDI QIDQ4425017
Publication date: 9 September 2003
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/am30-2-6
Quadratic programming (90C20) Global theory of singularities (58K30) Real algebraic and real-analytic geometry (14P99)
Related Items (3)
The theory of geometric stable distributions and its use in modeling financial data ⋮ A geometrical approach to maximizing a variance ⋮ A note on the kinks at the mean variance frontier
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