Fundamental Indexes As Proxies For Mean-Variance Efficient Portfolios
نویسندگان
چکیده
منابع مشابه
Efficient Cardinality/Mean-Variance Portfolios
A number of variants of the classical Markowitz mean-variance optimization model for portfolio selection have been investigated to render it more realistic. Recently, it has been studied the imposition of a cardinality constraint, setting an upper bound on the number of active positions taken in the portfolio, in an attempt to improve its performance and reduce transactions costs. However, one ...
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ژورنال
عنوان ژورنال: Journal of Applied Business Research (JABR)
سال: 2014
ISSN: 2157-8834,0892-7626
DOI: 10.19030/jabr.v30i6.8957