New light on the portfolio allocation problem
Year of publication: |
2003
|
---|---|
Authors: | Maller, R. A. ; Turkington, D. A. |
Published in: |
Computational Statistics. - Springer. - Vol. 56.2003, 3, p. 501-511
|
Publisher: |
Springer |
Subject: | Optimal Portfolio Allocation | Markowitz Mean-Variance Optimisation | Efficient Frontier | Sharpe Ratio |
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