THE IMPLICATIONS OF MEAN-VARIANCE OPTIMIZATION FOR 4 QUESTIONS IN INTERNATIONAL MACROECONOMICS - COMMENTS

被引:0
|
作者
CANZONERI, MB
机构
关键词
D O I
10.1016/0261-5606(86)90020-3
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:S77 / S78
页数:2
相关论文
共 50 条
  • [21] Robust empirical optimization is almost the same as mean-variance optimization
    Gotoh, Jun-ya
    Kim, Michael Jong
    Lim, Andrew E. B.
    OPERATIONS RESEARCH LETTERS, 2018, 46 (04) : 448 - 452
  • [22] Constrained mean-variance mapping optimization for truss optimization problems
    Aslani, Mohamad
    Ghasemi, Parnian
    Gandomi, Amir H.
    STRUCTURAL DESIGN OF TALL AND SPECIAL BUILDINGS, 2018, 27 (06):
  • [23] TESTS OF MEAN-VARIANCE EFFICIENCY OF INTERNATIONAL EQUITY MARKETS
    ENGEL, CM
    RODRIGUES, AP
    OXFORD ECONOMIC PAPERS-NEW SERIES, 1993, 45 (03): : 403 - 421
  • [24] Sparse and robust mean-variance portfolio optimization problems
    Dai, Zhifeng
    Wang, Fei
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 523 : 1371 - 1378
  • [25] Convex duality in constrained mean-variance portfolio optimization
    Labbe, Chantal
    Heunis, Andrew J.
    ADVANCES IN APPLIED PROBABILITY, 2007, 39 (01) : 77 - 104
  • [26] A Block Coordinate Ascent Algorithm for Mean-Variance Optimization
    Xie, Tengyang
    Liu, Bo
    Xu, Yangyang
    Ghavamzadeh, Mohammad
    Chow, Yinlam
    Lyu, Daoming
    Yoon, Daesub
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), 2018, 31
  • [27] DYNAMIC MEAN-VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION
    Schweizer, Martin
    Zivoi, Danijel
    Sikic, Mario
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2018, 21 (02)
  • [28] The Importance of Joining Lifecycle Models with Mean-Variance Optimization
    Kaplan, Paul D.
    Idzorek, Thomas M.
    FINANCIAL ANALYSTS JOURNAL, 2024, 80 (04) : 11 - 17
  • [29] A review on genetic algorithms and mean-variance portfolio optimization
    Wang, Pengfei
    Wang, Hongyong
    BASIC & CLINICAL PHARMACOLOGY & TOXICOLOGY, 2020, 126 : 147 - 148
  • [30] An approach to improve mean-variance portfolio optimization model
    Yanushevsky R.
    Yanushevsky'S D.
    Journal of Asset Management, 2015, 16 (3) : 209 - 219