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Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 – 3 November 2010

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Markowitz theory-based asset allocation strategies with special regard to private wealth management

Ha, Haifeng - 2010

This dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from...

Persistent link: https://www.econbiz.de/10015208438