Zobrazeno 1 - 10
of 241 980
pro vyhledávání: '"A. Markowitz"'
Autor:
Harry M Markowitz
Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for
Autor:
Barbosa Oliveira, André1 aboliveira@id.uff.br, Trucíos, Carlos2 ctrucios@unicamp.br, Valls Pereira, Pedro L.3 pedro.valls@fgv.br
Publikováno v:
Brazilian Review of Finance / Revista Brasileira de Finanças. Jul-Sep2024, Vol. 22 Issue 3, p57-75. 19p.
Autor:
Guerard Jr., John B.1 (AUTHOR) jbguerard@gmail.com, Lee, Cheng-Few2 (AUTHOR) cflee@business.rutgers.edu, Geczy, Christopher3 (AUTHOR) geczy@wharton.upenn.edu
Publikováno v:
Journal of Investing. Jun2024, Vol. 33 Issue 4, p7-19. 13p.
Autor:
Mallieswari, R.1 (AUTHOR), Palanisamy, Varadharajan1 (AUTHOR), Senthilnathan, Arthi Thangavelu2 (AUTHOR), Gurumurthy, Suganya3 (AUTHOR), Joshua Selvakumar, J.4 (AUTHOR), Pachiyappan, Sathish4 (AUTHOR) sathish.p@christuniversity.in
Publikováno v:
Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu. Aug2024, Vol. 12 Issue 2, p113-127. 15p.
Autor:
Blay, Kenneth A.1 (AUTHOR) kenneth.blay@invesco.com
Publikováno v:
Journal of Portfolio Management. 2024 Special Issue Dedicated to Harry Markowitz, Vol. 50 Issue 8, p45-58. 14p.
Markowitz laid the foundation of portfolio theory through the mean-variance optimization (MVO) framework. However, the effectiveness of MVO is contingent on the precise estimation of expected returns, variances, and covariances of asset returns, whic
Externí odkaz:
http://arxiv.org/abs/2409.09684
Markowitz's criterion aims to balance expected return and risk when optimizing the portfolio. The expected return level is usually fixed according to the risk appetite of an investor, then the risk is minimized at this fixed return level. However, th
Externí odkaz:
http://arxiv.org/abs/2409.13608
Autor:
Boyd, Stephen1 (AUTHOR) boyd@stanford.edu, Johansson, Kasper2 (AUTHOR) kasperjo@stanford.edu, Kahn, Ronald3 (AUTHOR) ron.kahn@blackrock.com, Schiele, Philipp4 (AUTHOR) pschiele@stanford.edu, Schmelzer, Thomas5 (AUTHOR) thomas.schmelzer@adia.ae
Publikováno v:
Journal of Portfolio Management. 2024 Special Issue Dedicated to Harry Markowitz, Vol. 50 Issue 8, p117-160. 44p.
Autor:
Kritzman, Mark1 (AUTHOR) kritzman@mit.edu
Publikováno v:
Journal of Portfolio Management. 2024 Special Issue Dedicated to Harry Markowitz, Vol. 50 Issue 8, p39-44. 6p.
Autor:
Purdanto, Andisyah1 andisyah.purdanto@gmail.com
Publikováno v:
Economics & Business Quarterly Reviews. Sep2024, Vol. 7 Issue 3, p166-182. 17p.