Mean-Variance Optimization & Sharpe Ratio
The author recognizes Harry Markowitz's 1952 paper on Portfolio Selection as the basis for the field of quantitative investment strategy.
Featured in No. 15 on 14 Sep 2023 · on release day
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- 14 Sep 2023
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- No. 15 · 14 Sep 2023
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- Identifier
- RePEc:wsi:wschap:9789811273827_0001
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