![Mathematical finance / Financial risk / Decision theory / Financial economics / Investment / Portfolio optimization / Harry Markowitz / Tracking error / Modern portfolio theory / Hyperbolic absolute risk aversion / Beta / Asset allocation Mathematical finance / Financial risk / Decision theory / Financial economics / Investment / Portfolio optimization / Harry Markowitz / Tracking error / Modern portfolio theory / Hyperbolic absolute risk aversion / Beta / Asset allocation](https://www.pdfsearch.io/img/999e32873afa86ac01c0d4e2fbeec2e4.jpg) Date: 2010-04-05 09:26:12Mathematical finance Financial risk Decision theory Financial economics Investment Portfolio optimization Harry Markowitz Tracking error Modern portfolio theory Hyperbolic absolute risk aversion Beta Asset allocation | | On a model of portfolio selection with benchmark Received (in revised form): 19th October, 2001 Niklas Wagner is a lecturer in Finance at Munich University of Technology, Germany. He received a PhD in Finance from AugsbuAdd to Reading ListSource URL: www.wiwi.uni-passau.deDownload Document from Source Website File Size: 368,52 KBShare Document on Facebook
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