Mean-Variance Portfolio Analysis

Pasquale De Luca
Additional contact information
Pasquale De Luca: University of Rome Sapienza

Chapter 9 in Corporate Finance, 2023, pp 183-208 from Springer

Abstract: Abstract The mean-variance approach is the most widely used in the portfolio selection (Markowitz, 1952; Tobin, 1958).

Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-18300-3_9

Ordering information: This item can be ordered from
http://www.springer.com/9783031183003

DOI: 10.1007/978-3-031-18300-3_9

Access Statistics for this chapter

More chapters in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().