scientific article; zbMATH DE number 1009502

MaRDI QIDQ4336737zbMATH OpenFDO

Authors Piotre Blass, Timothy J. Ford

Publication date 14 May 1997

zbMATH Keywords

time seriesportfolio selectionvector bundlesvariance function

Mathematics Subject Classification ID

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

Recommendations

• A geometric point of view on mean-variance models
• A new approach to portfolio theory
• A REVISED GEOMETRY OF MEAN‐VARIANCE EFFICIENT PORTFOLIOS
• Portfolio optimization by a bivariate functional of the mean and variance

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4336737)