Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation
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DOI: 10.1007/s11293-013-9400-4
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- Arezoo Mohammadi & Mehrzad Minnoei & Zadollah Fathi & Mohamamd Ali Keramati & Hossein Baktiari, 2022. "Optimal allocation of bank resources and risk reduction through portfolio decentralization," International Journal of Economic Sciences, European Research Center, vol. 11(2), pages 92-143, November.
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More about this item
Keywords
Mean-variance optimization; Asset allocation; Investment decision; Finance; G11; G17;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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