ML-QuantSubscribe

SSRNPortfolio & Allocation

Markowitz Model

The Markowitz model is a useful tool for selecting investment portfolios that outperform market indices, offering larger returns with lower risk.

Featured in No. 53 on 12 Jun 2024 · 3 days after release

Released
9 Jun 2024
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
6
Identifier
SSRN 4859002

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page