Usted está aquí

Back to top

Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space

Domingo, 1 Junio 2008

First developed by Markowitz (1952), the mean-variance framework is the most widespread theoretical approximation to the portfolio problem. Nevertheless, successful application in the investment community has been limited. Assumptions such as normality of

Autores

Autores:

Lo más reciente

Ana María Díaz, Luz Magdalena Salas, Ana María Tribín-Uribe
Eliana Rocío González-Molano, Ramón Eduardo Hernández-Ortega, Edgar Caicedo-García, Nicolás Martínez-Cortés, José Vicente Romero-Chamorro, Anderson Grajales
Knight Brian, Knight Brian, Ana María Tribín-Uribe