Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10005236849
Persistent link: https://www.econbiz.de/10005337323
Persistent link: https://www.econbiz.de/10005347154
Persistent link: https://www.econbiz.de/10005355216
Persistent link: https://www.econbiz.de/10005152248
Persistent link: https://www.econbiz.de/10005253020
Markowitz formulated the portfolio optimization problem through two criteria: the expected return and the risk, as a measure of the variability of the return. The classical Markowitz model uses the variance as the risk measure and is a quadratic programming problem. Many attempts have been made...
Persistent link: https://www.econbiz.de/10010730178
Persistent link: https://www.econbiz.de/10005094935