This article was originally published on Built In by Eric Kleppen. Variance is a powerful statistic used in data analysis and machine learning. It is one of the four main measures of variability along ...
The concept of constructing an investment portfolio by maximising the mean return while minimising the variance of the return was first introduced by Markowitz (1952). Instead of focusing only on the ...
The endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in the portfolio selection literature and in widely used textbooks. The authors ...
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