The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods
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Publication:6133110
DOI10.1016/J.CAM.2023.115227WikidataQ122529385 ScholiaQ122529385MaRDI QIDQ6133110FDOQ6133110
Authors: Julio César Martínez Sánchez, Arturo Berrones-Santos, J. A. Martínez 
Publication date: 21 July 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
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Cites Work
- ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert
- A numerically stable dual method for solving strictly convex quadratic programs
- Portfolio management with heuristic optimization.
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- Diversified models for portfolio selection based on uncertain semivariance
- A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
- Deep learning with long short-term memory networks for financial market predictions
- Portfolio optimization of financial commodities with energy futures
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