Search Results - subject:"Mean–variance"

Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing-Keung - 2016

.We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral …

Persistent link: https://www.econbiz.de/10011526102

Lluberas, Rodrigo - 2016

Persistent link: https://www.econbiz.de/10011924594

Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing Keung - 2016

.We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral …

Persistent link: https://www.econbiz.de/10011456708

Dai, Min; Dong, Yuchao; Jia, Yanwei - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1166-1212

Persistent link: https://www.econbiz.de/10014370647

Shalit, Haim - In: Risk and decision analysis 9 (2023) 2/4, pp. 31-38

Persistent link: https://www.econbiz.de/10014473391

Hunjra, Ahmed Imran; Alawi, Suha Mahmoud; Colombage, Sisira - In: Risks 8 (2020) 4, pp. 1-23

their appropriateness for effective portfolio management for investors. Mean variance (MV), semi variance (SV), mean …

Persistent link: https://www.econbiz.de/10013200659

Hunjra, Ahmed Imran; Alawi, Suha Mahmoud; Colombage, Sisira - In: Risks : open access journal 8 (2020) 4/126, pp. 1-23

their appropriateness for effective portfolio management for investors. Mean variance (MV), semi variance (SV), mean …

Persistent link: https://www.econbiz.de/10012390956

Lv, Chen; Shen, Yang; Su, Jianxi - In: Insurance / Mathematics & economics 95 (2020), pp. 129-146

Persistent link: https://www.econbiz.de/10012419263

Perera, Ryle S.; Sato, Kimitoshi - In: Annals of financial economics 15 (2020) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10012642961

Fahmy, Hany - In: Journal of economics & business 109 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012244920

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