Portfolio Selection – A Technical Note
Year of publication: |
2012-11-17
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Authors: | Martins, Ana Paula |
Institutions: | Economics and Econometrics Research Institute (EERI) |
Subject: | Portfolio choice | Mean Variance | CAPM | Quadratic Programming | Price of Risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number EERI_RP_2012_17 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G24 - Investment Banking; Venture Capital; Brokerage ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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Portfolio Selection – A Technical Note
Martins, Ana Paula, (2012)
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Portfolio selection : a technical note
Martins, Ana Paula, (2012)
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Portfolio Selection – A Technical Note
Martins, Ana Paula, (2012)
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Martins, Ana Paula, (2006)
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On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage
Martins, Ana Paula, (2006)
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