The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods (Q6133110)
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scientific article; zbMATH DE number 7715669
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| English | The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods |
scientific article; zbMATH DE number 7715669 |
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The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods (English)
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21 July 2023
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portfolio selection
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optimization
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mean-variance
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investments
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returns
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volatility
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0.722698986530304
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0.7195457220077515
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0.7191006541252136
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0.7167046666145325
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