An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915): Difference between revisions
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Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment |
scientific article |
Statements
An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (English)
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29 December 2012
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Markowitz mean
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variance optimization
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estimation of optimal portfolio weights
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inverted Wishart distribution
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consistency
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