Search Results - subject:"Mean–variance"

Bradfield, D. J.; Gopi, Yashin; Tshivhinda, Joan - In: South African journal of accounting research 29 (2015) 1/2, pp. 51-70

Persistent link: https://www.econbiz.de/10011688519

Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, … - In: International review of financial analysis 39 (2015), pp. 19-31

Persistent link: https://www.econbiz.de/10011573045

Marrero, Gustavo A.; Puch, Luis; Ramos-Real, Francisco … - In: International review of economics & finance : IREF 40 (2015), pp. 246-264

Persistent link: https://www.econbiz.de/10011573587

Bettis, Carr; Guerard, John Baynard; McAuley, Daniel - In: Journal of investment management : JOIM 13 (2015) 4, pp. 33-56

Persistent link: https://www.econbiz.de/10011640337

Menchero, Jose; Lee, Jyh-Huei - In: Journal of investment management : JOIM 13 (2015) 4, pp. 71-86

Persistent link: https://www.econbiz.de/10011640362

Fu, Chengbo; Jacoby, Gady; Wang, Yan - In: Finance research letters 15 (2015), pp. 266-273

Persistent link: https://www.econbiz.de/10011553268

Letchford, Adam N.; Nasiri, Saeideh D. - In: European journal of operational research : EJOR 245 (2015) 1, pp. 62-69

Persistent link: https://www.econbiz.de/10011290731

El Aoud, Sofiene; Abergel, Frédéric - In: Market microstructure and liquidity 1 (2015) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10011588196

Krey, Boris - 2008

This study uses Markowitz mean-variance portfolio theory with forecasted data for the years 2005 to 2035 to determine …

Persistent link: https://www.econbiz.de/10010315520

Davis, EP; Hu, YW - 2008

equities, or diversified into real estate, as well as mean-variance optimal portfolios. In contrast, UK and US funds typically …

Persistent link: https://www.econbiz.de/10009481425

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