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
  • [31] Mean-variance portfolio optimization model with uncertain coefficients
    Ida, M
    10TH IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-3: MEETING THE GRAND CHALLENGE: MACHINES THAT SERVE PEOPLE, 2001, : 1223 - 1226
  • [32] Mean-Variance Analysis in Bayesian Optimization under Uncertainty
    Iwazaki, Shogo
    Inatsu, Yu
    Takeuchi, Ichiro
    24TH INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS (AISTATS), 2021, 130
  • [33] Conditional mean-variance and mean-semivariance models in portfolio optimization
    Ben Salah, Hanene
    Gannoun, Ali
    Ribatet, Mathieu
    JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2020, 23 (08): : 1333 - 1356
  • [34] Mean-variance portfolio optimization with parameter sensitivity control
    Cui, Xueting
    Zhu, Shushang
    Li, Duan
    Sun, Jie
    OPTIMIZATION METHODS & SOFTWARE, 2016, 31 (04): : 755 - 774
  • [35] An extension to the classical mean-variance portfolio optimization model
    Otken, Celen N.
    Organ, Z. Batuhan
    Yildirim, E. Ceren
    Camlica, Mustafa
    Canturk, Volkan S.
    Duman, Ekrem
    Teksan, Z. Melis
    Kayis, Enis
    ENGINEERING ECONOMIST, 2019, 64 (03): : 310 - 321
  • [36] Mean-variance portfolio optimization based on ordinal information
    Cela, Eranda
    Hafner, Stephan
    Mestel, Roland
    Pferschy, Ulrich
    JOURNAL OF BANKING & FINANCE, 2021, 122
  • [37] Mean-variance optimization for participating life insurance contracts
    Fiessinger, Felix
    Stadje, Mitja
    INSURANCE MATHEMATICS & ECONOMICS, 2025, 122 : 230 - 248
  • [38] Untangling Universality and Dispelling Myths in Mean-Variance Optimization
    Benveniste, Jerome
    Kolm, Petter N.
    Ritter, Gordon
    JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (08): : 90 - 116
  • [39] MEAN-VARIANCE OPTIMIZATION WITH PUBLIC AND PRIVATE ASSET CLASSES
    Meng, Yu
    Zhang, Pu
    Ong, Ryan
    JOURNAL OF INVESTMENT MANAGEMENT, 2016, 14 (04): : 44 - 63
  • [40] DynOpt: Incorporating Dynamics into Mean-Variance Portfolio Optimization
    Signoretto, Marco
    Suykens, Johan A. K.
    PROCEEDINGS OF THE 2013 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER), 2013, : 48 - 54