Utrera, 2013 - Google Patents

Parameter uncertainty in portfolio optimization

Utrera, 2013

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Document ID
1826427921901430618
Author
Utrera A
Publication year
Publication venue
Universidad Carlos III de Madrid

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The basic ideas of asset selection arose in 1952 with Markowitz's paper Portfolio Selection, published in The Journal of Finance. In his paper, Markowitz introduces a mathematical formulation to accomplish efficient investments based on risk and expected return …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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