Best portfolio management strategies for synthetic and real assets
Author:
Funder
Polish Ministry of Science and Higher Education (MNiSW), Poland
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference23 articles.
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2. A simplified model for portfolio analysis;Sharpe;Manage. Sci.,1963
3. An analytic derivation of the efficient portfolio frontier;Merton;J. Financ. Quant. Anal.,1972
4. An extension of the Markowitz portfolio selection model toinclude variable transactions’ costs, short sales, leverage policies and taxes;Pogue;J. Finance,1970
5. Global portfolio optimization;Black;Financ. Anal. J.,1992
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