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Browsing by Subject "Mean-variance"

Now showing items 1-2 of 2

Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA

Garcia-Bernabeu, Ana; Salcedo-Romero-de-Ávila, José-Vicente; Hilario Caballero, Adolfo; Pla Santamaría, David; Herrero Durá, Juan Manuel (John Wiley & Sons, 2019-12-11)

[EN] Despite the widespread use of the classical bicriteria Markowitz mean-variance framework, a broad consensus is emerging on the need to include more criteria for complex portfolio selection problems. Sustainable ...
Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market

García García, Fernando; González Bueno, Jairo Alexander; Oliver Muncharaz, Javier (Mykolas Romeris University - Elsevier, 2015-04-01)

In any investment, an analysis of the expected return and the assumed risk constitutes a fundamental step. Investing in financial assets is no exception. Since the portfolio selection theory was proposed by Markowitz in ...

Now showing items 1-2 of 2