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  • Search: subject:"Markowitz framework"
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Year of publication
Subject
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Markowitz framework 2 Portfolio selection 2 Portfolio-Management 2 ARCH model 1 ARCH-Modell 1 ARIMA 1 Algorithmic Investment Strategies 1 Anlageverhalten 1 Artificial intelligence 1 Behavioural finance 1 Capital income 1 Financial investment 1 Forecasting model 1 GARCH 1 Kapitalanlage 1 Kapitaleinkommen 1 Künstliche Intelligenz 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio analysis 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Virtual currency 1 Virtuelle Währung 1 XGBoost 1 Zeitreihenanalyse 1 asset allocation 1 cryptocurrencies 1 forecasting 1 investment strategies 1 minimum variance 1 portfolio optimization 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2
Author
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Sakowski, Paweł 1 Turovtseva, Anna 1 Ślepaczuk, Robert 1 Ślusarczyk, Damian 1
Published in...
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Working papers 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014446491
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Verification of investment opportunities on the cryptocurrency market within the Markowitz framework
Sakowski, Paweł; Turovtseva, Anna - 2020
Persistent link: https://www.econbiz.de/10012512480
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