Mean-Variance Portfolio Analysis for Continuous Compound Return

Dynamic mean-variance portfolio analysis under model risk

The Journal of Computational Finance ◽

10.21314/jcf.2009.202 ◽

2009 ◽

Vol 12 (4) ◽

pp. 91-115 ◽

Cited By ~ 9

Author(s):

Daniel Kuhn ◽

Panos Parpas ◽

Berç Rustem ◽

Raquel Fonseca

Keyword(s):

Portfolio Analysis ◽

Model Risk ◽

Mean Variance Portfolio ◽

Mean Variance

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Mean-Variance Portfolio Analysis

A Course on Statistics for Finance ◽

10.1201/9781315373751-6 ◽

2018 ◽

pp. 113-139

Author(s):

Stanley L. Sclove

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Mean-variance Portfolio Analysis using Accounting, Financial and Corporate Governance Variables-Application on London Stock Exchange’s FTSE 100

Developments in Mean-Variance Efficient Portfolio Selection ◽

10.1057/9781137359926_6 ◽

2015 ◽

pp. 181-203

Author(s):

Megha Agarwal

Keyword(s):

Corporate Governance ◽

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework

Energy ◽

10.1016/j.energy.2011.06.038 ◽

2011 ◽

Vol 36 (8) ◽

pp. 5301-5313 ◽

Cited By ~ 24

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Mean Variance Portfolio ◽

Mean Variance

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Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.1571620 ◽

2011 ◽

Cited By ~ 9

Author(s):

Fabio Maccheroni ◽

Massimo Marinacci ◽

Doriana Ruffino

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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The general mean-variance portfolio selection problem

Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences ◽

10.1098/rsta.1994.0063 ◽

1994 ◽

Vol 347 (1684) ◽

pp. 543-549 ◽

Cited By ~ 6

Keyword(s):

Portfolio Selection ◽

Portfolio Analysis ◽

Selection Problem ◽

Analysis Problem ◽

Portfolio Selection Problem ◽

Mean Variance Portfolio ◽

Mean Variance

This paper states the ‘general mean-variance portfolio analysis problem’ and its solution, and briefly discusses its use in practice.

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Mean-Variance Portfolio Analysis: The Markowitz Model

Springer Texts in Business and Economics - Mathematical Financial Economics ◽

10.1007/978-3-319-16571-4_2 ◽

2015 ◽

pp. 11-18

Author(s):

Igor V. Evstigneev ◽

Thorsten Hens ◽

Klaus Reiner Schenk-Hoppé

Keyword(s):

Portfolio Analysis ◽

Markowitz Model ◽

Mean Variance Portfolio ◽

Mean Variance

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Epsilon-dominating solutions in mean-variance portfolio analysis

European Journal of Operational Research ◽

10.1016/s0377-2217(97)00056-8 ◽

1998 ◽

Vol 105 (3) ◽

pp. 457-466 ◽

Cited By ~ 27

Author(s):

D.J. White

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis

Econometrica ◽

10.3982/ecta9678 ◽

2013 ◽

Vol 81 (3) ◽

pp. 1075-1113 ◽

Cited By ~ 70

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.1620450 ◽

2009 ◽

Cited By ~ 106

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Regional Diversification ◽

Mean Variance

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