Markowitz’s model with Euclidean vector spaces-Reference-Cited by-同舟云学术

Markowitz’s model with Euclidean vector spaces

Published:2009-08 Issue:3 Volume:196 Page:1245-1248
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Rambaud Salvador Cruz,Pérez José García,Sánchez Granero Miguel Ángel,Trinidad Segovia Juan Evangelista

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference21 articles.

1. Exploring the mathematical background of returns-based style analysis;Becker,2003

2. The mathematics of the portfolio frontier: A geometry-based approach;Bick;The Quarterly Review of Economics and Finance,2004

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4. Investments;Bodie,2000

5. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management;Bouchaud,2004

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3. Asset Management;SSRN Electronic Journal;2016

4. Mean–Variance portfolio selection in presence of infrequently traded stocks;European Journal of Operational Research;2014-04

5. Portfolio Selection Models and Their Discrimination;International Journal of Operations Research and Information Systems;2011-04