Risk return relationship in the portfolio selection models
Ken Hung, C.W. Yang, Yifan Zhao, Kuo-Hao Lee
| Year of publication: |
February 2018
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|---|---|
| Authors: | Hung, Ken ; Yang, Chin-wei ; Zhao, Yifan ; Lee, Kuo-Hao |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 3, p. 358-366
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| Subject: | Arithmetic Mean | Geometric Mean | Golden Mean | Harmonic Mean | Markowitz Risk Minimization | Sharpe's Angle Maximization | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.83025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011822683