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Yıl 2018, Cilt: 1 Sayı: 2, 175 - 183, 25.12.2018

Valentin Iliev

https://doi.org/10.33401/fujma.453591

Öz

Kaynakça

  • [1] H. Markowitz, Portfolio Selection, J. Finance, 7 (1952), 77-91.
  • [2] H. Markowitz, (2nd ed.), Portfolio Selection, Blackwell, 1991.
  • [3] S. Stoyanov, S. Rachev, F. Fabozzi, Optimal financial portfolios, Appl. Math. Finance, 14 (2007), 401-436.

On Markowitz Geometry

Yıl 2018, Cilt: 1 Sayı: 2, 175 - 183, 25.12.2018

Valentin Iliev

https://doi.org/10.33401/fujma.453591

Öz

By Markowitz geometry we mean the intersection theory of ellipsoids and affine subspaces in a real finite-dimensional linear space. In the paper we give a meticulous and self-contained treatment of this arch-classical subject, which lays a solid mathematical groundwork of Markowitz mean-variance theory of efficient portfolios in economics.

Anahtar Kelimeler

Affine subspace Efficient financial portfolio Ellipsoid Markowitz mean-variance theory

Kaynakça

  • [1] H. Markowitz, Portfolio Selection, J. Finance, 7 (1952), 77-91.
  • [2] H. Markowitz, (2nd ed.), Portfolio Selection, Blackwell, 1991.
  • [3] S. Stoyanov, S. Rachev, F. Fabozzi, Optimal financial portfolios, Appl. Math. Finance, 14 (2007), 401-436.
Toplam 3 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Matematik
Bölüm Makaleler
Yazarlar

Valentin Iliev

Yayımlanma Tarihi 25 Aralık 2018
Gönderilme Tarihi 14 Ağustos 2018
Kabul Tarihi 21 Kasım 2018
Yayımlandığı Sayı Yıl 2018 Cilt: 1 Sayı: 2

Kaynak Göster

APA Iliev, V. (2018). On Markowitz Geometry. Fundamental Journal of Mathematics and Applications, 1(2), 175-183. https://doi.org/10.33401/fujma.453591
AMA Iliev V. On Markowitz Geometry. FUJMA. Aralık 2018;1(2):175-183. doi:10.33401/fujma.453591
Chicago Iliev, Valentin. “On Markowitz Geometry”. Fundamental Journal of Mathematics and Applications 1, sy. 2 (Aralık 2018): 175-83. https://doi.org/10.33401/fujma.453591.
EndNote Iliev V (01 Aralık 2018) On Markowitz Geometry. Fundamental Journal of Mathematics and Applications 1 2 175–183.
IEEE V. Iliev, “On Markowitz Geometry”, FUJMA, c. 1, sy. 2, ss. 175–183, 2018, doi: 10.33401/fujma.453591.
ISNAD Iliev, Valentin. “On Markowitz Geometry”. Fundamental Journal of Mathematics and Applications 1/2 (Aralık 2018), 175-183. https://doi.org/10.33401/fujma.453591.
JAMA Iliev V. On Markowitz Geometry. FUJMA. 2018;1:175–183.
MLA Iliev, Valentin. “On Markowitz Geometry”. Fundamental Journal of Mathematics and Applications, c. 1, sy. 2, 2018, ss. 175-83, doi:10.33401/fujma.453591.
Vancouver Iliev V. On Markowitz Geometry. FUJMA. 2018;1(2):175-83.
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