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Search: subject:"Markowitz model"
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Theory
Markowitz model
26
Portfolio selection
18
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18
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12
Markowitz Model
5
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5
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4
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4
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
12
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1
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila
;
Kolkiewicz, Adam
;
Tan, Ken Seng
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Saved in:
2
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
3
Does bitcoin improve investment portfolio efficiency?
Sakowski, Paweł
;
Turovtseva, Daria
-
2020
Persistent link: https://www.econbiz.de/10012512505
Saved in:
4
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
5
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
6
On the contribution of the
Markowitz
model
of utility to explain risky choice in experimental research
Georgalos, Konstantinos
;
Payá, Ivan
;
Peel, David
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 527-543
Persistent link: https://www.econbiz.de/10012598510
Saved in:
7
A survey of portfolio optimization with emphasis on investments made by housewives in popular portfolios
Sharma, Sunita
;
Tuli, Renu
- In:
Strategic system assurance and business analytics
,
(pp. 325-333)
.
2020
Persistent link: https://www.econbiz.de/10012240987
Saved in:
8
Sparse portfolio selection via the sorted l1-Norm
Kremer, Philipp J.
;
Lee, Sangkyun
;
Bogdan, Małgorzata
; …
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012225007
Saved in:
9
Application of
Markowitz
model
to Mongolian government budget
Ankhbayar, Ch.
;
Lkhagvajav, B.
;
Tungalag, N.
;
Enkhbat, R.
- In:
Inventi impact: emerging economies
(
2020
)
1
,
pp. 59-67
Persistent link: https://www.econbiz.de/10012647776
Saved in:
10
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
Saved in:
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