scientific article; zbMATH DE number 1009502

zbMATH Open0888.90013MaRDI QIDQ4336737FDOQ4336737

Authors: Piotre Blass, Timothy J. Ford 

Publication date: 14 May 1997

Title of this publication is not available (Why is that?)

Recommendations

• A geometric point of view on mean-variance models
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zbMATH Keywords

time seriesportfolio selectionvector bundlesvariance function

Mathematics Subject Classification ID

Toric varieties, Newton polyhedra, Okounkov bodies (14M25)

Cited In (5)

• A geometric point of view on mean-variance models
• Orthant-based variance decomposition in investment portfolios
• An algebraic approach to integer portfolio problems
• Markowitz's model with Euclidean vector spaces
• A new approach to portfolio theory

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