Related Tags
portfolio-optimization × 753modern-portfolio-theory × 182
portfolio-management × 181
portfolio × 97
optimization × 97
mean-variance × 96
programming × 84
markowitz × 71
sharpe-ratio × 40
asset-allocation × 37
covariance-matrix × 37
risk × 34
portfolio-selection × 31
capm × 24
factor-models × 23
covariance × 23
risk-management × 22
volatility × 21
black-litterman × 20
minimum-variance × 20
utility-theory × 18
statistics × 17
correlation × 17
equities × 16
value-at-risk × 15