ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Mean Variance Portfolio Allocation
Encyclopedia of Finance
◽
10.1007/978-1-4614-5360-4_20
◽
2012
◽
pp. 341-346
Author(s):
Cheng Hsiao
◽
Shin-Huei Wang
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Related Documents
Cited By
References
Semimartingale Theory of Monotone Mean-Variance Portfolio Allocation
SSRN Electronic Journal
◽
10.2139/ssrn.3353703
◽
2019
◽
Author(s):
Aleš Černý
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Mean variance portfolio allocation
Encyclopedia of Finance
◽
10.1007/978-0-387-26336-6_45
◽
2006
◽
pp. 457-463
Author(s):
Cheng Hsiao
◽
Shin-Huei Wang
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Mean-Variance Portfolio Allocation with a Value at Risk Constraint
SSRN Electronic Journal
◽
10.2139/ssrn.272730
◽
2001
◽
Cited By ~ 12
Author(s):
Enrique Sentana
Keyword(s):
At Risk
◽
Value At Risk
◽
Portfolio Allocation
◽
A Value
◽
Risk Constraint
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Large Scale Continuous-Time Mean-Variance Portfolio Allocation via Reinforcement Learning
SSRN Electronic Journal
◽
10.2139/ssrn.3428125
◽
2019
◽
Cited By ~ 1
Author(s):
Haoran Wang
Keyword(s):
Reinforcement Learning
◽
Continuous Time
◽
Large Scale
◽
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Semimartingale theory of monotone mean–variance portfolio allocation
Mathematical Finance
◽
10.1111/mafi.12241
◽
2020
◽
Vol 30
(3)
◽
pp. 1168-1178
Author(s):
Aleš Černý
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Mean variance portfolio allocation
10.1007/springerreference_2883
◽
2011
◽
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Mean variance portfolio allocation
Encyclopedia of Finance
◽
10.1007/0-387-26336-5_2245
◽
2008
◽
pp. 457-463
Author(s):
Cheng Hsiao
◽
Shin-Huei Wang
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach
European Journal of Operational Research
◽
10.1016/j.ejor.2015.10.015
◽
2016
◽
Vol 250
(3)
◽
pp. 827-841
◽
Cited By ~ 40
Author(s):
D.M. Dang
◽
P.A. Forsyth
Keyword(s):
Bellman Equation
◽
Portfolio Allocation
◽
Equation Approach
◽
Hamilton Jacobi Bellman Equation
◽
Hamilton Jacobi Bellman
◽
Mean Variance Portfolio
◽
Mean Variance
◽
Better Than
◽
Allocation Strategies
Download Full-text
Tax impact on multi-stage mean-variance portfolio allocation
International Transactions in Operational Research
◽
10.1111/j.1475-3995.2004.00475.x
◽
2004
◽
Vol 11
(5)
◽
pp. 535-554
◽
Cited By ~ 2
Author(s):
M.A. Osorio
◽
N. Gulpinar
◽
B. Rustem
◽
R. Settergren
Keyword(s):
Portfolio Allocation
◽
Multi Stage
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
A Further Comment on the Zero Row-Sum Property of Mean-Variance Portfolio Allocation Models
Economic Record
◽
10.1111/j.1475-4932.1986.tb00880.x
◽
1986
◽
Vol 62
(1)
◽
pp. 49-51
◽
Cited By ~ 1
Author(s):
T. J. VALENTINE
Keyword(s):
Portfolio Allocation
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close