Mean-variance based ranking and selection

Proceedings of the 2010 Winter Simulation Conference ◽

10.1109/wsc.2010.5679076 ◽

2010 ◽

Author(s):

Demet Batur ◽

F. Fred Choobineh

Keyword(s):

Ranking And Selection ◽

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Predicting inferences and confidence in inferences: Recognition heuristic vs. its new rival, mean-variance model

PsycEXTRA Dataset ◽

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 ◽

Author(s):

Paul D. Kaplan

Keyword(s):

Real Estate ◽

Asset Allocation ◽

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Dynamic Mean–Variance Asset Allocation

10.2469/dig.v40.n4.32 ◽

2010 ◽

Vol 40 (4) ◽

pp. 47-49

Author(s):

Johann U. de Villiers

Keyword(s):

Asset Allocation ◽

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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 ◽

Author(s):

Daniel Kuhn ◽

Panos Parpas ◽

Berç Rustem ◽

Raquel Fonseca

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

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Mean-Variance Convergence Around the World

SSRN Electronic Journal ◽

10.2139/ssrn.1176222 ◽

2008 ◽

Author(s):

Cheol S. Eun ◽

Jinsoo Lee

Keyword(s):

The World ◽

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A Mean-Variance Approach to Withdrawal Rate Management: Theory and Simulation

SSRN Electronic Journal ◽

10.2139/ssrn.1371695 ◽

2009 ◽

Author(s):

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):

Fabian Irek ◽

Thorsten Lehnert

Keyword(s):

The Mean ◽

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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):

Majeed Simaan ◽

Yusif Simaan ◽

Yi Tang

Keyword(s):

Fisher Information ◽

Efficient Frontier ◽

Sampling Distribution ◽

The Mean ◽

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Mean-Variance Utility

SSRN Electronic Journal ◽

10.2139/ssrn.2615290 ◽

2015 ◽

Author(s):

Yutaka Nakamura

Keyword(s):

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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 ◽

Author(s):

Gordon J. Alexander ◽

Alexandre M. Baptista

Keyword(s):

Portfolio Selection ◽

Variance Model ◽

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