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NTIS 바로가기The journal of the institute of internet, broadcasting and communication : JIIBC, v.22 no.1, 2022년, pp.103 - 110
This paper deals with portfolio optimization problem that you could lower the total risk of an investment portfolio by adding risky assets to the mix than the minimum risk of single asset. Popular Markowitz's mean-variance(MV) model construct the portfolio with the point in the efficient frontier us...
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W. A. Thorp, "Mean Variance Optimization," Computer Investing, http://www.aaii.com/computerizedinvesting/article/mean-variance-optimization-multi-asset-portfolio, Fourth Quarter, 2011.
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