incorporates as special cases important measures such as the mean-variance, Sharpe ratio, mean-standard deviation and others. We … measure in this class generally reduces to the efficient frontier that coincides or belongs to the classical mean-variance … parameter of this class of utility functions and the trade-off parameter λ in the mean-variance utility function. This …

Aufnahme der Kryptowährungen durch Mean-Variance-Spanning-Tests nicht unterstützt. Ferner stellt die Handelbarkeit dieser neuen … cryptocurrencies is not supported by mean-variance-spanning tests. Furthermore, the tradability of this new asset class and its data …

processes are correlated by a common shock. A general mean-variance optimization problem is investigated, that is, besides the … suitable assumption on model parameters, our problem reduces to the classical mean-variance portfolio selection problem and the …

incorporates as special cases important measures such as the mean-variance, Sharpe ratio, mean-standard deviation and others. We … measure in this class generally reduces to the efficient frontier that coincides or belongs to the classical mean-variance … parameter of this class of utility functions and the trade-off parameter λ in the mean-variance utility function. This …

processes are correlated by a common shock. A general mean-variance optimization problem is investigated, that is, besides the … suitable assumption on model parameters, our problem reduces to the classical mean-variance portfolio selection problem and the …