Pages that link to "Item:Q5884380"

The following pages link to Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (Q5884380):

Displaying 2 items.

• Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
• Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)