Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093): Difference between revisions

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+A Theory of the Term Structure of Interest Rates
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+Portfolio Selection with Robust Estimation
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+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
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+Comparison of Alternative Utility Functions in Portfolio Selection Problems
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+Financial Derivative and Energy Market Valuation
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+Bond portfolio optimization
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+An equilibrium characterization of the term structure
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+Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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