PORTFOLIO OPTIMIZATION ALGORITHMS
A milestone in Portfolio Theory is represented by the Mean-Variance Model introduced in 1952 by Harry Markowitz. During the years, mathematicians have developed several different models extending, improving and diversifying the Mean-Variance Model. This paper will briefly present some of these exte...
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| Format: | Article |
| Language: | English |
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Studia Universitatis Babes-Bolyai
2015-09-01
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| Series: | Studia Universitatis Babeş-Bolyai Negotia |
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| Online Access: | http://193.231.18.162:80/index.php/subbnegotia/article/view/5223 |