Add to ORKGTechnical Report n. 309, Department of Quantitative Methods, University of Bresci
In this article, we present a procedure for obtaining an optimal solution to the Markowitz’s mean-va...
In this paper, we examine the performance of classical portfolio strategies in the BRIC's stock mark...
The critical line method for mean-variance portfolio selection, developed by Harry Markowitz over a ...
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
Technical Report n. 347, Department of Quantitative Methods, University of Bresci
Se introduce el modelo de Markowitz y la selección de carteras. Además, se explican las carteras efi...
The foundation of modern portfolio therory is the mean-variance port-folio selection approach of Mar...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
The mean-variance model of Markowitz and many of its extensions have been playing an instrumental ro...
Markowitz's portfolio selection theory is one of the pillars of theoretical finance. This formulatio...
This paper contributes to portfolio selection methodology using a Bayesian fore-cast of the distribu...
As it is well known there are few “starting points” in portfolio optimization process, i.e. in the s...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
This paper describes different GARCH type portfolio models using a bivariate Markov process. In part...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
In this article, we present a procedure for obtaining an optimal solution to the Markowitz’s mean-va...
In this paper, we examine the performance of classical portfolio strategies in the BRIC's stock mark...
The critical line method for mean-variance portfolio selection, developed by Harry Markowitz over a ...
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
Technical Report n. 347, Department of Quantitative Methods, University of Bresci
Se introduce el modelo de Markowitz y la selección de carteras. Además, se explican las carteras efi...
The foundation of modern portfolio therory is the mean-variance port-folio selection approach of Mar...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
The mean-variance model of Markowitz and many of its extensions have been playing an instrumental ro...
Markowitz's portfolio selection theory is one of the pillars of theoretical finance. This formulatio...
This paper contributes to portfolio selection methodology using a Bayesian fore-cast of the distribu...
As it is well known there are few “starting points” in portfolio optimization process, i.e. in the s...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
This paper describes different GARCH type portfolio models using a bivariate Markov process. In part...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
In this article, we present a procedure for obtaining an optimal solution to the Markowitz’s mean-va...
In this paper, we examine the performance of classical portfolio strategies in the BRIC's stock mark...
The critical line method for mean-variance portfolio selection, developed by Harry Markowitz over a ...