Simplified mean-variance portfolio optimisation (Q1938980): Difference between revisions
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Revision as of 05:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified mean-variance portfolio optimisation |
scientific article |
Statements
Simplified mean-variance portfolio optimisation (English)
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26 February 2013
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mean-variance
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portfolio choice
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hedging
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indifference valuation
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Markowitz problem
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two-fund separation
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no approximate profits
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minimum variance
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Sharpe ratio
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