المؤلفون: Gulliksson, Mårten, 1963, Oleynik, Anna, Mazur, Stepan, 1988

المصدر: Computational Economics. 63:2247-2269

مصطلحات موضوعية: Mean-variance portfolio, Rank-deficient covariance matrix, Linear ill-posed problems, Second order damped dynamical systems

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-106824
https://doi.org/10.1007/s10614-023-10404-4

المؤلفون: Gulliksson, Mårten, 1963, Mazur, Stepan, 1988

المصدر: Computational Economics. 56:773-794

مصطلحات موضوعية: Mean-variance portfolio, singular covariance matrix, linear ill-posed problems, second order damped dynamical systems, Statistik, Statistics, Economics, Nationalekonomi, Mathematics, Matematik

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-74364
https://doi.org/10.1007/s10614-019-09943-6

المؤلفون: Gulliksson, Mårten, 1963, Oleynik, Anna, Mazur, Stepan, 1988

المصدر: Working Papers, School of Business.

مصطلحات موضوعية: Mean–variance portfolio, Rank-deficient covariance matrix, Linear ill-posed problems, Second order damped dynamical systems

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-92154
https://www.oru.se/globalassets/oru-sv/institutioner/hh/workingpapers/workingpapers2021/wp-12-2021.pdf
https://oru.diva-portal.org/smash/get/diva2:1560742/FULLTEXT01.pdf

المؤلفون: Gulliksson, Mårten, Mazur, Stepan

مصطلحات موضوعية: ddc:330, C10, C44, Mean-variance portfolio, singular covariance matrix, linear ill-posed problems, second order damped dynamical systems

Relation: Series: Working Paper; No. 3/2019; http://hdl.handle.net/10419/244549; RePEc:hhs:oruesi:2019_003

الاتاحة: http://hdl.handle.net/10419/244549