Problems and Exercises I

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé
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Igor V. Evstigneev: University of Manchester
Thorsten Hens: University of Zurich

Chapter 10 in Mathematical Financial Economics, 2015, pp 83-102 from Springer

Abstract: Abstract This chapter contains problems and exercises on Mean-Variance Portfolio Analysis. Some of these include additional theoretical material presented in the form of questions and answers. The others represent numerical examples on Mean-Variance Portfolio Analysis. Exercises of this kind can be used for tutorials, take-home tests and examinations. Detailed answers for all the questions are provided.

Keywords: Mean-variance Portfolio Analysis; Take-home Tests; Detailed Answers; Numerical Examples; Quantitative Finance (search for similar items in EconPapers)
Date: 2015
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Chapter: Problems and Exercises II (2015)
Chapter: Problems and Exercises III (2015)
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DOI: 10.1007/978-3-319-16571-4_10

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