Mean-variance portfolio optimization when means and covariances are unknown (Q641134): Difference between revisions
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Latest revision as of 09:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio optimization when means and covariances are unknown |
scientific article |
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Mean-variance portfolio optimization when means and covariances are unknown (English)
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21 October 2011
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Markowitz's portfolio theory
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efficient frontier
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empirical Bayes
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stochastic optimization
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