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An analysis of the LPCs' returns in the middle east markets : the search for the efficient frontier

Al Bakri, Anas - In: International journal of economics and finance 5 (2013) 12, pp. 183-193

Persistent link: https://www.econbiz.de/10010229660

A mathematical approach to a stocks portfolio selection : the case of Uganda securities exchange (USE)

Mayanja, Fredrick; Mataramvura, Sure; Charles, Wilson Mahera - In: Journal of mathematical finance 3 (2013) 4, pp. 487-501

Persistent link: https://www.econbiz.de/10010240785

Generating superior performance in private equity : a new investment methodology

Kothari, S. P.; Swamy, Gitanjali; Danilov, Konstantin - In: Journal of investment management : JOIM 11 (2013) 3, pp. 28-41

Persistent link: https://www.econbiz.de/10010196006

Bacterial foraging optimization approach to portfolio optimization

Kao, Yucheng; Cheng, Hsiu-tzu - In: Computational economics 42 (2013) 4, pp. 453-470

Persistent link: https://www.econbiz.de/10010249865

Modern portfolio theory and nonprofit arts organizations : identifying the efficient frontier

Grasse, Nathan J.; Whaley, Kayla M.; Ihrke, Douglas M. - In: Nonprofit and voluntary sector quarterly 45 (2016) 4, pp. 825-843

Persistent link: https://www.econbiz.de/10011535985

On the complexity of the single machine scheduling problem minimizing total weighted delay penalty

Vásquez, Óscar C. - In: Operations research letters 42 (2014) 5, pp. 343-347

Persistent link: https://www.econbiz.de/10010404393

Mean-variance portfolio selection under a constant elasticity of variance model

Shen, Yang; Zhang, Xin; Siu, Tak Kuen - In: Operations research letters 42 (2014) 5, pp. 337-342

Persistent link: https://www.econbiz.de/10010404397

Markowitz efficiency and size effect : evidence from the UK stock market

Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 721-750

Persistent link: https://www.econbiz.de/10010490996

Earnings forecasting in a global stock selection model and efficient portfolio construction and management

Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin - In: International journal of forecasting 31 (2015) 2, pp. 550-560

Persistent link: https://www.econbiz.de/10011474399

On numerical solution for optimal allocation of investment funds in portfolio selection problem

Yahaya, Abubakar - In: CBN journal of applied statistics 3 (2012) 2, pp. 1-15

In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...

Persistent link: https://www.econbiz.de/10011476137