Quick Introduction into the General Framework of Portfolio Theory
This survey offers a succinct overview of the General Framework of Portfolio Theory (GFPT), consolidating Markowitz portfolio theory, the growth optimal portfolio theory, and the theory of risk measures. Central to this framework is the use of convex analysis and duality, reflecting the concavity of...
-д хадгалсан:
| Үндсэн зохиолчид: | , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
MDPI AG
2024-08-01
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| Цуврал: | Risks |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.mdpi.com/2227-9091/12/8/132 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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