✦ LIBER ✦

On mean-variance portfolio selection

✍ Scribed by Dr. Jacques A. Schnabel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

PORTFOLIO SELECTION WITH MONOTONE MEAN-V

✍ Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini; Marco Taboga 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 275 KB

Minimax mean-variance models for fuzzy p

✍ Xiaoxia Huang 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 457 KB

Optimal Dynamic Portfolio Selection: Mul

✍ Duan Li; Wan-Lung Ng 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO

✍ Tomasz R. Bielecki; Hanqing Jin; Stanley R. Pliska; Xun Yu Zhou 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 247 KB

A fuzzy portfolio selection method based

✍ Wei-Guo Zhang; Wei-Lin Xiao; Ying-Luo Wang 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 217 KB

Simplified mean-variance portfolio optim

✍ Claudio Fontana, Martin Schweizer 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 393 KB