Can I read On Markowitz Geometry on EtoBox?

On Markowitz Geometry by Iliev, Valentin Vankov is a scholarly article available to read on EtoBox.

What is On Markowitz Geometry about?

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.

Author

Iliev, Valentin Vankov

Published

2017

Language

EN