This is a preview. Log in through your library . Abstract This paper applies Talpaz, Harpaz, and Penson's (THP) (1983) mean-variance-instability portfolio selection model to eight selected Taiwan ...
Portfolio optimisation and risk management form the bedrock of modern financial strategy, seeking to balance potential returns with manageable levels of risk. Building on the foundational work of ...
The endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in the portfolio selection literature and in widely used textbooks. The authors ...
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