A novel approach to Markowitz portfolio model without using Lagrange multipliers (Q1786212)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel approach to Markowitz portfolio model without using Lagrange multipliers |
scientific article |
Statements
A novel approach to Markowitz portfolio model without using Lagrange multipliers (English)
0 references
24 September 2018
0 references
Euler equation
0 references
investment portfolio
0 references
mean-variance mode
0 references
stable point
0 references
