Mean-variance optimization for asset allocation
Jang Ho Kim, Yongjae Lee, Woo Chang Kim, and Frank J. Fabozzi
| Year of publication: |
2021
|
|---|---|
| Authors: | Kim, Jang Ho ; Lee, Yongjae ; Kim, Woo Chang ; Fabozzi, Frank J. |
| Subject: | Quantitative methods | statistical methods | portfolio construction | performance measurement | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Theorie | Theory | Statistische Methode | Statistical method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.219 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503361