Optimal portfolios : are they optimal for the long run?
Year of publication: |
2011
|
---|---|
Authors: | Aroskar, R. ; Ogden, William A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 10/12, p. 763-770
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
-
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O., (2008)
- More ...
-
Optimal portfolios: are they optimal for the long run?
Aroskar, R., (2011)
-
Optimal portfolios: are they optimal for the long run?
Aroskar, R., (2011)
-
A comparative study of the volatility and efficiency of commodity futures index roll methods
Aroskar, Rajarshi, (2018)
- More ...