Mean‐Variance Portfolio Optimization

6533b820fe1ef96bd1279912

RESEARCH PRODUCT

Mean‐Variance Portfolio Optimization

Søren S. Nielsen Andrea Consiglio Stavros Zenios

subject

Modigliani risk-adjusted performance Financial economics Diversification (finance)Economics Mean variance Post-modern portfolio theory Portfolio optimization Modern portfolio theory

year	journal	country	edition	language
2010-02-01	Practical Financial Optimization

https://doi.org/10.1002/9781118467183.ch3

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