Mean-Variance Portfolio Optimization
Mean-variance portfolio optimization is the foundational model of modern portfolio theory, introduced by Harry Markowitz in 1952. It describes portfolios in an expected-return versus risk (variance) plane and traces the efficient frontier of allocations that offer the highest expected return for each level of risk, covering the minimum-variance portfolio, the maximum-Sharpe-ratio portfolio, and constrained variants.
Izvorni zapis
Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.
- Markowitz, H. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77-91. · DOI 10.1111/j.1540-6261.1952.tb01525.x
- Ledoit, O. & Wolf, M. (2004). A Well-Conditioned Estimator for Large-Dimensional Covariance Matrices. Journal of Multivariate Analysis, 88(2), 365-411. · DOI 10.1016/S0047-259X(03)00096-4
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Povezane metode
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