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Markus Hirschberger
Information about the author Markus Hirschberger will soon be added to the site.
Found
3 papers
in total
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Comparative issues in large‐scale mean–variance efficient frontier computation
2011
One of the functions of a portfolio management system is to return quickly an...
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
2007
In portfolio selection, there is often the need for procedures to generate...
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
2007
In standard portfolio theory, an investor is typically taken as having one stochastic...
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