Showing 1 - 10 of 715,596
Persistent link: https://www.econbiz.de/10000833404
Persistent link: https://www.econbiz.de/10012878869
Persistent link: https://www.econbiz.de/10012422949
Persistent link: https://www.econbiz.de/10012231766
Deriving an optimal asset allocation for institutional investors hinges crucially on the quality of inputs used in the optimization. If the mean vector and the covariance matrix are known with certainty, the classical mean-variance optimization of Markowitz (1952) produces optimal portfolios....
Persistent link: https://www.econbiz.de/10012042184
Persistent link: https://www.econbiz.de/10011734713
Persistent link: https://www.econbiz.de/10011618182
Persistent link: https://www.econbiz.de/10001609952
Persistent link: https://www.econbiz.de/10001648022
Persistent link: https://www.econbiz.de/10001484967