Constrained mean-variance portfolio optimization with alternative return estimation
Year of publication: |
2013
|
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Authors: | Georgiev, Boris |
Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 42.2014, 1, p. 91-107
|
Subject: | Mean-variance optimization | Asset allocation | Investment decision | Finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kapitalanlage | Financial investment |
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