Results 221 to 230 of about 30,898 (244)
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A Study of Asset Allocation Based on the Markowitz Model

Applied Economics and Policy Studies, 2023
exaly  

Markowitz, William

2007
Steven J. Dick, Dennis D. McCarthy
openaire   +1 more source

Continuous-time Markowitz’s model with constraints on wealth and portfolio

Operations Research Letters, 2016
XU, Zuo Quan, Xun Li
exaly  

On the Realized Risk of High-Dimensional Markowitz Portfolios

SIAM Journal on Financial Mathematics, 2013
Noureddine El Karoui
exaly  

Markowitz Revisited

Financial Analysts Journal, 1976
openaire   +1 more source

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

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2002
exaly  

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