Revisions of modern portfolio theory optimization model
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Publication:300809
DOI10.1007/S10100-011-0227-2zbMATH Open1339.91109OpenAlexW2010076738MaRDI QIDQ300809FDOQ300809
Authors: Milan Vaclavik, Josef Jablonsky 
Publication date: 29 June 2016
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-011-0227-2
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Cites Work
Cited In (7)
- Title not available (Why is that?)
- Special issue of the Czech Society for Operations Research
- Portfolio performance measurement using differential evolution
- Stock market prediction and portfolio selection models: a survey
- Bertram's pairs trading strategy with bounded risk
- A modified goal programming approach for the mean-absolute deviation portfolio optimization model
- The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods
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