共 50 条
- [41] Multi-horizon Markowitz portfolio performance appraisals: A general approach OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2009, 37 (01): : 50 - 62
- [42] Modelling in the spirit of Markowitz portfolio theory in a non-Gaussian world CURRENT SCIENCE, 2012, 103 (06): : 666 - 672
- [43] Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios? DEPENDENCE MODELING, 2018, 6 (01): : 63 - 87
- [45] Markowitz and the Expanding Definition of Risk: Applications of Multi-factor Risk Models HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 31 - 60
- [47] A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2016, 7 (01): : 124 - 151
- [48] Implementation of the Markowitz method in the Robo-Advisor application for best investment selection 5TH ANNUAL APPLIED SCIENCE AND ENGINEERING CONFERENCE (AASEC 2020), 2021, 1098
- [49] Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature Fuzzy Optimization and Decision Making, 2018, 17 : 125 - 158