On the Markowitz mean-variance analysis of self-financing portfolios
10.3233/RDA-2008-0004
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sg-nus-scholar.10635-1052782024-11-08T23:32:06Z On the Markowitz mean-variance analysis of self-financing portfolios Bai, Z. Liu, H. Wong, W.-K. STATISTICS & APPLIED PROBABILITY bootstrap method large random matrix mean-variance optimization Optimal portfolio allocation self-financing portfolio 10.3233/RDA-2008-0004 Risk and Decision Analysis 1 1 35-42 2014-10-28T05:14:02Z 2014-10-28T05:14:02Z 2009 Article Bai, Z.,Liu, H.,Wong, W.-K. (2009). On the Markowitz mean-variance analysis of self-financing portfolios. Risk and Decision Analysis 1 (1) : 35-42. ScholarBank@NUS Repository. <a href="https://doi.org/10.3233/RDA-2008-0004" target="_blank">https://doi.org/10.3233/RDA-2008-0004</a> 15697371 http://scholarbank.nus.edu.sg/handle/10635/105278 NOT_IN_WOS Scopus |
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National University of Singapore |
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Asia |
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Singapore Singapore |
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ScholarBank@NUS |
| topic |
bootstrap method large random matrix mean-variance optimization Optimal portfolio allocation self-financing portfolio |
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bootstrap method large random matrix mean-variance optimization Optimal portfolio allocation self-financing portfolio Bai, Z. Liu, H. Wong, W.-K. On the Markowitz mean-variance analysis of self-financing portfolios |
| description |
10.3233/RDA-2008-0004 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Bai, Z. Liu, H. Wong, W.-K. |
| format |
Article |
| author |
Bai, Z. Liu, H. Wong, W.-K. |
| author_sort |
Bai, Z. |
| title |
On the Markowitz mean-variance analysis of self-financing portfolios |
| title_short |
On the Markowitz mean-variance analysis of self-financing portfolios |
| title_full |
On the Markowitz mean-variance analysis of self-financing portfolios |
| title_fullStr |
On the Markowitz mean-variance analysis of self-financing portfolios |
| title_full_unstemmed |
On the Markowitz mean-variance analysis of self-financing portfolios |
| title_sort |
on the markowitz mean-variance analysis of self-financing portfolios |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/105278 |
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