نتایج جستجو برای: risk free return

تعداد نتایج: 1487057  

Journal: :American Economic Journal: Microeconomics 2018

Journal: :SSRN Electronic Journal 2015

Journal: :SSRN Electronic Journal 2007

Journal: :Journal of Financial Econometrics 2007

Journal: :Journal of Political Economy 1973

Journal: :Journal of Chemical Education 1981

Journal: :Journal of Financial Economics 2015

K. Yakideh, M. Kazmi, M.H . Gholizadeh

Markowitz model is the first modern formulation of portfolio optimization problem. Relyingon historical return of stocks as basic information and using variance as a risk measure aretow drawbacks of this model. Since Markowitz model has been presented, many effortshave been done to remove theses drawbacks. On one hand several better risk measures havebeen introduced and proper models have been ...

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