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Markowitz Mean-Variance Optimization
Springer Texts in Business and Economics - Analyzing Financial Data and Implementing Financial Models Using R
◽
10.1007/978-3-319-14075-9_7
◽
2015
◽
pp. 209-240
Author(s):
Clifford S. Ang
Keyword(s):
Mean Variance
Download Full-text
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10.1037/e615882011-064
◽
2009
◽
Author(s):
Yvetta Simonyan
◽
Daniel G. Goldstein
Keyword(s):
Recognition Heuristic
◽
Variance Model
◽
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Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters
AIMR Conference Proceedings
◽
10.2469/cp.v1995.n3.11
◽
1995
◽
Vol 1995
(3)
◽
pp. 61-64, 70
◽
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Author(s):
Paul D. Kaplan
Keyword(s):
Real Estate
◽
Asset Allocation
◽
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Dynamic Mean–Variance Asset Allocation
CFA Digest
◽
10.2469/dig.v40.n4.32
◽
2010
◽
Vol 40
(4)
◽
pp. 47-49
Author(s):
Johann U. de Villiers
Keyword(s):
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◽
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Dynamic mean-variance portfolio analysis under model risk
The Journal of Computational Finance
◽
10.21314/jcf.2009.202
◽
2009
◽
Vol 12
(4)
◽
pp. 91-115
◽
Cited By ~ 9
Author(s):
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◽
Panos Parpas
◽
Berç Rustem
◽
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Keyword(s):
Portfolio Analysis
◽
Model Risk
◽
Mean Variance Portfolio
◽
Mean Variance
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Mean-Variance Convergence Around the World
SSRN Electronic Journal
◽
10.2139/ssrn.1176222
◽
2008
◽
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◽
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◽
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A Mean-Variance Approach to Withdrawal Rate Management: Theory and Simulation
SSRN Electronic Journal
◽
10.2139/ssrn.1371695
◽
2009
◽
Cited By ~ 2
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John B. Mitchell
Keyword(s):
Withdrawal Rate
◽
Management Theory
◽
Mean Variance
◽
Variance Approach
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Are Fund Investors Smart Enough to Know About the Mean-Variance Relation?
SSRN Electronic Journal
◽
10.2139/ssrn.2070221
◽
2012
◽
Author(s):
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◽
Thorsten Lehnert
Keyword(s):
The Mean
◽
Mean Variance
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The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
SSRN Electronic Journal
◽
10.2139/ssrn.2495621
◽
2014
◽
Author(s):
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◽
Yusif Simaan
◽
Yi Tang
Keyword(s):
Fisher Information
◽
Efficient Frontier
◽
Sampling Distribution
◽
The Mean
◽
Mean Variance
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Mean-Variance Utility
SSRN Electronic Journal
◽
10.2139/ssrn.2615290
◽
2015
◽
Cited By ~ 1
Author(s):
Yutaka Nakamura
Keyword(s):
Mean Variance
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A VaR-Constrained Mean-Variance Model: Implications for Portfolio Selection and the Basle Capital Accord.
SSRN Electronic Journal
◽
10.2139/ssrn.275894
◽
2001
◽
Cited By ~ 2
Author(s):
Gordon J. Alexander
◽
Alexandre M. Baptista
Keyword(s):
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◽
Variance Model
◽
Mean Variance
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