Portfolio Optimization - Application Of Sharpe Model Using Lagrange
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More about this item
Keywordsmodern portfolio theory; Sharpe model; lagrangian;
All these keywords.
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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