DOCSLIB.ORG
Explore
Sign Up
Log In
Upload
Search
Home
» Tags
» Markowitz model
Markowitz model
The Capital Asset Pricing Model (CAPM) of William Sharpe (1964)
“Mean Variance Optimization Via Factor Models in the Emerging Markets: Evidence on the Istanbul Stock Exchange”
Keynes Meets Markowitz: the Trade-Off Between Familiarity and Diversification
A Comparison of Basic and Extended Markowitz Model on Croatian Capital Market
Portfolio Theory & Financial Analyses: Exercises
An Application of the Markowitz's Mean-Variance Framework in Constructing Optimal Portfolios Using the Johannesburg Securities
Elements of Financial Engineering Course
THE MEAN-VARIANCE MODEL 1 Introduction 2 Background 3
Modern Portfolio Theory & Quadratic Programming
Portfolio Optimization: MAD Vs
The Markowitz Model
An Empirical Investigation of Markowitz Modern Portfolio Theory: a Case of the Zimbabwe Stock Exchange
Application of Markowitz Model on Romanian Stock Market
An Introduction to Modern Portfolio Theory: Markowitz, CAP-M, APT and Black-Litterman
Modern Portfolio Theory Tools a Methodological
A Comparative Study on Markowitz Mean-Variance Model and Sharpe’S Single Index Model in the Context of Portfolio Investment
Portfolio Optimization
APPLICATION of MARKOWITZ PORTFOLIO OPTIMIZATION on BULGARIAN STOCK MARKET from 2013 to 2016 M. Ivanova1, L. Dospatliev2 1Departm
Top View
Overview of Portfolio Optimization Models
Three Pricing Models in Modern Portfolio
Portfolio Optimization Using a New Probabilistic Risk Measure
A Simplified Perspective of the Markowitz Portfolio Theory
PORTFOLIO SELECTION: the Objective of Every Rational Investor Is to Maximise His Returns and Minimise the Risk
Portfolio Optimization Analysis with Markowitz Quadratic Mean-Variance Model
The Black-Litterman Model
Portfolio Optimization Model
An Entropy-Based Approach to Portfolio Optimization
Project Report On
The Markowitz Model Selecting an Efficient Investment Portfolio
Appendix: the Mechanics of Mean-Variance Optimization1
Maximization of Utility and Portfolio Selection Models ∗
1 Electric Companies and Downside Risk Portfolio Analysis ABSTRACT This Paper Aims to Compare the Optimization Models by MV
Markowitz Versus Foster-Hart – What Is the Difference Between Efficient Portfolios and the Foster-Hart Portfolio?
Markowitz Model
The CAPM: Theory and Evidence
Markowitz Portfolio Theory and Capital Asset Pricing Model for Kuala Lumpur Stock Exchange: a Case Revisited
Portfolio Optimization
How Standard Portfolio Theory Changes When Assets Are Technologies Following Experience Curves
A Three-Pronged Sustainability-Oriented Markowitz Model Disruption in the Fund Selection Process?
An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales Leverage Policies and Taxes
Optimizing Risk of Trading Stocks Using Markowitz Portfolio (A Case Study of Several Stocks in Indonesia)
Portfolio Management
Parametric Linear Programming and Portfolio Optimization
Chapter 13 Portfolio Optimization
"Transforming Markowitz Portfolio Theory Into a Realistic Real Estate Portfolio Allocation Process”
Markowitz Model
Utility Function-Based Consumption Model Under Continuous Time Huawei Zhao School of Mathematics, Sichuan University, Sichuan 610065, China
[email protected]
Abstract