Optimal trading quantity integration as a basis for optimal portfolio management
The author in this paper points out the reason behind calculating and using optimal trading quantity in conjunction with Markowitz’s Modern portfolio theory. In the opening part the author presents an example of calculating optimal weights using Markowitz’s Mean-Variance approach, followed by an exp...
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| Format: | Article |
| Language: | deu |
| Published: |
Faculty of Economics University of Rijeka
2005-06-01
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| Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
| Subjects: | |
| Online Access: | https://www.efri.hr/sites/efri.hr/files/cr-collections/2/07_zikovic-1361538601.pdf |