On Markowitz Geometry

Valentin ILİEV

doi:https://doi.org/10.33401/fujma.453591

Makale detayları

On Markowitz Geometry

Yazarlar:

Valentin ILİEV

Yayıncı:

Fuat USTA

Ana Başlıklar:

Matematik

Dergi:

Fundamental Journal of Mathematics and Applications 2018 Vol.1 Issue 2, pp.175-183

Belge Tipi:

Makale

Yayın Tarihi:

12/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000422204

pISSN:

2645-8845

DOI:

https://doi.org/10.33401/fujma.453591

Özet:

 



By Markowitz geometry we mean the intersection theory of ellipsoids and affine subspaces in a real finite-dimensional linear space. In the paper we give a meticulous and self-contained treatment of this arch-classical subject, which lays a solid mathematical groundwork of Markowitz mean-variance theory of efficient portfolios in economics.

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Makale detayları

On Markowitz Geometry

Yazarlar: Valentin ILİEV

Yayıncı: Fuat USTA

Ana Başlıklar: Matematik

Dergi: Fundamental Journal of Mathematics and Applications 2018 Vol.1 Issue 2, pp.175-183

Belge Tipi: Makale

Yayın Tarihi: 12/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000422204

pISSN: 2645-8845

DOI: https://doi.org/10.33401/fujma.453591

Sayı

Yazarlar:

Valentin ILİEV

Yayıncı:

Fuat USTA

Ana Başlıklar:

Matematik

Dergi:

Fundamental Journal of Mathematics and Applications 2018 Vol.1 Issue 2, pp.175-183

Belge Tipi:

Makale

Yayın Tarihi:

12/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000422204

pISSN:

2645-8845

DOI:

https://doi.org/10.33401/fujma.453591