Three Essays on Robust Optimization of Efficient Portfolios

Doctoral thesis English OPEN
Liu, Hao;
  • Subject:
    • ddc: ddc:330

The mean-variance approach was first proposed by Markowitz (1952), and laid the foundation of the modern portfolio theory. Despite its theoretical appeal, the practical implementation of optimized portfolios is strongly restricted by the fact that the two inputs, the me... View more
Share - Bookmark