Mean-variance portfolio optimization when means and covariances are unknown (Q641134): Difference between revisions
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Revision as of 01:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio optimization when means and covariances are unknown |
scientific article |
Statements
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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