Simplified mean-variance portfolio optimisation (Q1938980)

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Simplified mean-variance portfolio optimisation
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    Statements

    title
    Simplified mean-variance portfolio optimisation (English)
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    author
    Claudio Fontana
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    Martin Schweizer
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    publication date
    26 February 2013
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    zbMATH Keywords
    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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    cites work
    Q3158097
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    Q3613975
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    Q3158925
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    Q3994411
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    Projection pricing
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    Q4001511
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    Q2771116
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    Q4407579
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    Identifiers

    zbMATH DE Number
    6139067
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    OpenAlex ID
    W3122519464
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