✦ LIBER ✦

Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation

✍ Scribed by Georgiev, Boris

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WIT

✍ Tomas Björk; Agatha Murgoci; Xun Yu Zhou 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 749 KB

OPTIMAL LOT SOLUTION TO CARDINALITY CONS

✍ Duan Li; Xiaoling Sun; Jun Wang 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

Mean-variance models for portfolio selec

✍ Fang-Fang Hao; Yan-Kui Liu 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 859 KB

Mean-variance-skewness model for portfol

✍ Xiang Li; Zhongfeng Qin; Samarjit Kar 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 479 KB

A new method for mean-variance portfolio

✍ Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 915 KB

Portfolio optimization with transaction

✍ Fu, Ying Hui; Ng, Kien Ming; Huang, Boray; Huang, Huei Chuen 📂 Article 📅 2014 🏛 Springer US 🌐 English ⚖ 962 KB