Mean variance optimization of portfolios
From MaRDI portal
Recommendations
Cited in
(20)- Digital portfolio theory
- Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method
- A new foundation for the mean-variance analysis
- Simplified mean-variance portfolio optimisation
- Mean-variance analysis and the modified market portfolio
- Sequential monitoring of minimum variance portfolio
- Continuous time mean-variance portfolio optimization through the mean field approach
- scientific article; zbMATH DE number 5310569 (Why is no real title available?)
- On mean-variance portfolio optimization
- scientific article; zbMATH DE number 5629817 (Why is no real title available?)
- scientific article; zbMATH DE number 51121 (Why is no real title available?)
- scientific article; zbMATH DE number 1313345 (Why is no real title available?)
- A geometric point of view on mean-variance models
- scientific article; zbMATH DE number 2123368 (Why is no real title available?)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models
- Safety-first portfolio selection
- The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods
- Mean-variance portfolio optimization when means and covariances are unknown
- Multiperiod mean-variance portfolio optimization via market cloning
This page was built for publication: Mean variance optimization of portfolios
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2789251)