This paper investigates the limit properties of mean-variance (mv) and arbitrage pricing (ap) trading strategies using …

comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance … in a mean variance portfolio framework. The analytically derived optimality conditions contribute to a much better …

incorporate uncertainty in attribute levels. Two methods were used to model millers’ risk preferences: a modified mean-variance …-of-sample forecasts suggest the mean-variance model provides an accurate depiction of actual Mexican imports. …

This article proposes a mean-variance optimization and portfolio frontier analysis of energy risk management with …

comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance … in a mean variance portfolio framework. The analytically derived optimality conditions contribute to a much better …

modified mean-variance model fits the data adequately, and that the demographic, occupational and educational characteristics …

This paper studies the optimization problem of DC pension plan under mean–variance criterion. The financial market …

Markowitz on portfolio selection, we model this problem as a bi-objective mean-variance problem. Then, we show how to …

the mean–variance portfolio optimization problem in finance. The consistency of the proposed estimator is established by …

adding timberland assets in comparison of the mean-variance (M-V) efficient frontier. The asset allocation strategies …