Asset management using an extended Markowitz theorem
Markowitz theorem is one of the most popular techniques for asset management. The method has been widely used to solve many applications, successfully. In this paper, we present a multi objective Markowitz model to determine asset allocation by considering cardinality constraints. The resulted model...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-06-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol4/msl_2014_114.pdf |
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