An application of Markowitz theorem on Tehran Stock Exchange

During the past 65 years, there have been tremendous efforts on portfolio selection problem. The standard Markowitz mean–variance model to portfolio selection includes tracing out an efficient frontier, a continuous curve demonstrating the tradeoff between return and risk. This frontier can be often...

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Bibliographic Details
Main Authors: Hassan Ghodrati, Mohammad Abbasi
Format: Article
Language:English
Published: Growing Science 2014-05-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol4/msl_2014_102.pdf