An optimal portfolio mix for stable and turbulent times: A study on Philippine assets using a modified Markowitz mean-variance model for the years 1990-2000
Executive Summary. This study is an empirical investigation of the modified Markowitz mean-variance optimization model, which aims to create optimal portfolios for stable and turbulent periods. The model was applied in the context of the Philippine asset market using monthly historical data of the r...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Animo Repository
2001
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_honors/161 |
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