The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods

DOI10.1016/j.cam.2023.115227WikidataQ122529385 ScholiaQ122529385MaRDI QIDQ6133110

Julio César Martínez Sánchez, Arturo Berrones-Santos, Javier Almaguer Martínez

Publication date: 21 July 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimizationvolatilityportfolio selectionmean-varianceinvestmentsreturns

Mathematics Subject Classification ID

Portfolio theory (91G10)

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