scientific article; zbMATH DE number 1487967
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Publication:4495096
zbMATH Open1032.91070MaRDI QIDQ4495096FDOQ4495096
Authors: Steven Shreve 
Publication date: 11 March 2004
Title of this publication is not available (Why is that?)
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- Quantitative IT portfolio management
- Portfolio choice problems. An introductory survey of single and multiperiod models.
- Theory of portfolios: New considerations on classic models and the Capital Market Line
- Mean variance optimization of portfolios
- Mean-variance analysis and the modified market portfolio
- Multifactor modelling in asset management
- Portfolio choice via quantiles
- Quantitative methods for portfolio analysis. MTV model approach
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- Quantitative Finance
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- Portfolio management without probabilities or statistics
- Portfolio selection: a review
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