Open AccessOn Generalizations of Mean–Variance Model
Author(s) -
Yuting Fu
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1168/5/052011
Subject(s) - variance (accounting) , efficient frontier , econometrics , portfolio , frontier , modern portfolio theory , variation (astronomy) , expected return , mathematics , statistics , economics , function (biology) , financial economics , geography , physics , accounting , archaeology , astrophysics , evolutionary biology , biology