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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-271590
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.27159
Zusammenfassung
Over sixty years ago, Markowitz introduced the mean-variance efficient frontier to finance. While mean-variance is still the predominant model in portfolio selection, it has endured many criticisms. One serious one is that it does not allow for additional criteria. The difficulty is that the efficient frontier becomes a surface. With it now possible to compute such a surface, we provide an ...
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