Mean-variance distance based stock market networks in portfolio optimalization
Blackov a Littermanov (1992) model optimalizácie portfólia. Odhadovaná návratnosť portfólia na základe sietí akciových trhov. Porovnanie so štandardným Markowitzovým modelom portfólia.
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| Format: | Book Chapter |
| Language: | English |
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