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Mean-variance portfolio management with functional optimization

Ka Wai Tsang and Zhaoyi He
Year of publication:
2020
Authors: Tsang, Ka Wai ; He, Zhaoyi
Published in:
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 8, p. 1-24
Subject: Portfolio management | functional optimization | Sharpe ratio | time-series | resampling | Portfolio-Management | Portfolio selection | Theorie | Theory
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