Ads
-
Related paper
- AN OBTAINABLE AND EFFICIENT SET IN THE STANDARD MEAN-VARIANCE SMALL PORTFOLIO SELECTION MODEL: A NON-MARKOWITZ APPROACH
- Optimal Portfolio Selection of Shares of Food Industry Companies in Tehran Stock Exchange Using Combined Forecasting Method: An Application of Mean-Variance-Skewness Model
- Comparison of Markowitz and Sharpe Approaches to Optimal Portfolio Construction: Evidence from Emerging Market Economy
- The efficiency criterion of Markowitz portfolio theory application in the short-term trading at the Ukrainian Stock Exchange example
- Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study
- Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500
- Efficient Estimators of Population Variance Using Known Population Mode & Variance of Auxiliary Variable
- Optimal Portfolio Policy for a Multi - Period Mean Variance Investors
- Survey on Efficient Feature Subset Selection Technique on High Dimensional Small Sized Data
- An efficient distance estimation and centroid selection based on k-means clustering for small and large dataset