Showing 1 - 10 of 230
Purpose – The purpose of this paper is to analyse and compare the performances of portfolio optimisation models including Markowitz's mean-variance model (MV model), Konno and Yamazaki's mean-absolute deviation portfolio optimisation model (MAD model), Young's minimax portfolio model and the...
Persistent link: https://www.econbiz.de/10014882037
Persistent link: https://www.econbiz.de/10010253911
Persistent link: https://www.econbiz.de/10010128808
Persistent link: https://www.econbiz.de/10010187167
Persistent link: https://www.econbiz.de/10010483084
Persistent link: https://www.econbiz.de/10003997183
Persistent link: https://www.econbiz.de/10009554433
Persistent link: https://www.econbiz.de/10014636351
Persistent link: https://www.econbiz.de/10011751609
Persistent link: https://www.econbiz.de/10013419041