Simplified mean-variance portfolio optimisation (Q1938980)

From MaRDI portal
Revision as of 06:05, 6 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Simplified mean-variance portfolio optimisation
scientific article

    Statements

    title
    Simplified mean-variance portfolio optimisation (English)
    0 references
    author
    Claudio Fontana
    0 references
    Martin Schweizer
    0 references
    publication date
    26 February 2013
    0 references
    zbMATH DE Number
    6139067
    0 references
    zbMATH Keywords
    mean-variance
    0 references
    portfolio choice
    0 references
    hedging
    0 references
    indifference valuation
    0 references
    Markowitz problem
    0 references
    two-fund separation
    0 references
    no approximate profits
    0 references
    minimum variance
    0 references
    Sharpe ratio
    0 references
    OpenAlex ID
    W3122519464
    0 references
    cites work
    Q3158097
    0 references
    Q3613975
    0 references
    Q3158925
    0 references
    Q3994411
    0 references
    Projection pricing
    0 references
    Q4001511
    0 references
    Q2771116
    0 references
    Q4407579
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1938980&oldid=35322951"
    Powered by MediaWiki