Constrained mean-variance portfolio optimization with alternative return estimation.(Report)(Statistical data)(Author abstract): An article from: Atlantic Economic Journal
Book Details
Author(s)Boris Georgiev
PublisherAtlantic Economic Society
ISBN / ASINB00KASF3WW
ISBN-13978B00KASF3W9
AvailabilityAvailable for download now
Sales Rank7,864,859
MarketplaceUnited States 🇺🇸
Description
This digital document is an article from Atlantic Economic Journal, published by Atlantic Economic Society on March 1, 2014. The length of the article is 7658 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.
From the author: JEL G11 * G17
Citation Details
Title: Constrained mean-variance portfolio optimization with alternative return estimation.(Report)(Statistical data)(Author abstract)
Author: Boris Georgiev
Publication:Atlantic Economic Journal (Magazine/Journal)
Date: March 1, 2014
Publisher: Atlantic Economic Society
Volume: 42 Issue: 1 Page: 91(17)
Article Type: Author abstract, Report, Statistical data
Distributed by Gale, a part of Cengage Learning
From the author: JEL G11 * G17
Citation Details
Title: Constrained mean-variance portfolio optimization with alternative return estimation.(Report)(Statistical data)(Author abstract)
Author: Boris Georgiev
Publication:Atlantic Economic Journal (Magazine/Journal)
Date: March 1, 2014
Publisher: Atlantic Economic Society
Volume: 42 Issue: 1 Page: 91(17)
Article Type: Author abstract, Report, Statistical data
Distributed by Gale, a part of Cengage Learning
