Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (Q2706425)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis |
scientific article |
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Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (English)
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19 March 2001
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mean-variance analysis
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stochastic optimization
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multiperiod models
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scenario trees
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downside risk
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