Sökning: "optimization enigma"
Hittade 1 uppsats innehållade orden optimization enigma.
1. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation
Master-uppsats, KTH/Industriell Marknadsföring och EntreprenörskapSammanfattning : Ever since its introduction in 1952, the Mean-Variance (MV) portfolio selection theory has remained a centerpiece within the realm of e_cient asset allocation. However, in scienti_c circles, the theory has stirred controversy. LÄS MER
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