✦ LIBER ✦

Generalized Markowitz mean-variance principles for multi-period portfolio-selection problems

✍ Scribed by Draviam, T.; Chellathurai, T.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multi-period Markowitz's mean–variance p

✍ Wu, Huiling; Zeng, Yan; Yao, Haixiang 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 494 KB

Credibilitic mean-variance model for mul

✍ Wei-Guo Zhang, Yong-Jun Liu 📂 Article 📅 2013 🏛 Springer 🌐 German ⚖ 269 KB

The General Mean-Variance Portfolio Sele

✍ Markowitz, H. M.; Lacey, R.; Plymen, J.; Dempster, M. A. H.; Tompkins, R. G. 📂 Article 📅 1994 🏛 The Royal Society 🌐 English ⚖ 933 KB

Multi-period mean–variance portfolio sel

✍ Huiling Wu; Zhongfei Li 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 497 KB

Multi-period mean-variance portfolio sel

✍ Huiling Wu; Zhongfei Li 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 235 KB

Multi-period mean-variance portfolio sel

✍ Huiling Wu; Yan Zeng 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 520 KB