An application of Markowitz theorem on Tehran Stock Exchange
During the past 65 years, there have been tremendous efforts on portfolio selection problem. The standard Markowitz mean–variance model to portfolio selection includes tracing out an efficient frontier, a continuous curve demonstrating the tradeoff between return and risk. This frontier can be often...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-05-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol4/msl_2014_102.pdf |
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