ListarGrau en Finances i Comptabilitat por tema "Markowitz, normal distribution"
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Comparison of portfolio optimization tarough the Markowitz's approach and value atrisk as the risk measure
Universitat Jaume I (2019-07-11)This study compares several approaches to portfolio optimization, the Markowitz’s (1952) approach and the approach based on the normal distribution of Value at Risk, with the different levels of confidence as a measure of ...