Portfolio Optimization by a Bivariate Functional of the Mean and Variance

Keyphrases

• Bivariate 100%
• Portfolio Returns 100%
• Portfolio Optimization 100%
• Optimization Problem 50%
• Efficient Frontier 50%
• Sharpe Ratio 50%
• Analytic Solution 25%
• Risk Measures 25%
• Tail Mean-variance 25%
• Optimal Portfolio Selection 25%
• Expected Utility Maximization 25%
• Expected Shortfall 25%
• Portfolio Theory 25%
• Two-moment Decision Models 25%
• Fractional Programming Problem 25%
• Concave Function 25%
• Portfolio Variance 25%

Mathematics

• Variance 100%
• Bivariate 100%
• Sharpe Ratio 66%
• Concludes 33%
• Risk Measure 33%
• Closed Form Solution 33%
• Mean Variance 33%
• Decision Model 33%
• Programming Problem 33%
• Utility Maximization 33%
• Portfolio Theory 33%
• Concave Function 33%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Utility Maximization 50%
• Portfolio Theory 50%