A novel approach to Markowitz portfolio model without using Lagrange multipliers (Q1786212)
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scientific article; zbMATH DE number 6942601
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A novel approach to Markowitz portfolio model without using Lagrange multipliers |
scientific article; zbMATH DE number 6942601 |
Statements
A novel approach to Markowitz portfolio model without using Lagrange multipliers (English)
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24 September 2018
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Euler equation
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investment portfolio
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mean-variance mode
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stable point
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0.8060336709022522
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0.781593918800354
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0.7686356902122498
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0.7671710848808289
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