Constrained mean-variance portfolio optimization with alternative return estimation
Boris Georgiev
| Year of publication: |
2013
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|---|---|
| Authors: | Georgiev, Boris |
| Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 42.2014, 1, p. 91-107
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| Subject: | Mean-variance optimization | Asset allocation | Investment decision | Finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kapitalanlage | Financial investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010364842