Markowitz Portfolio Selection und Estimation Risk (German Edition)

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Asset allocation strategies in the current low interest rate environment

Jonsson, Dag, Hakansson, Nils H. Jorion, Philippe, Harry Markowitz, Andre F. Perold, Stone, Bernell K. William F.

Markowitz Portfolio Optimization

Sharpe, Eugene F. Fama, Mark Britten-Jones, Clark, Peter K, Yusif Simaan, Merton, Robert C. Jianming Xia, Kalman J.

Making Markowitz's Portfolio Optimization Theory Practically Useful

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Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas Maximum asymmetry of copulas revisited Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?

Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?

Abstract Some empirical studies suggest that the computation of certain graph structures from a large historical correlation matrix can be helpful in portfolio selection. About the article Received : Accepted : Published Online : Related Content Loading General note: By using the comment function on degruyter.