Pages that link to "Item:Q1926915"
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The following pages link to An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915):
Displayed 7 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Fuzzy investment portfolio selection models based on interval analysis approach (Q1955014) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)