Simplified mean-variance portfolio optimisation (Q1938980)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified mean-variance portfolio optimisation |
scientific article |
Statements
Simplified mean-variance portfolio optimisation (English)
0 references
26 February 2013
0 references
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
0 references
0 references
0 references
0 references
0 references
0 references
