Relevant bibliographies by topics / Mean-variance Analysis

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Mean-variance Analysis'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Mean-variance Analysis"

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Sharma, Rajesh. "Some more inequalities for arithmetic mean, harmonic mean and variance." Journal of Mathematical Inequalities, no. 1 (2008): 109–14. http://dx.doi.org/10.7153/jmi-02-11.

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Ritchken, Peter H. "Enhancing mean-variance analysis with options." Journal of Portfolio Management 11, no. 3 (1985): 67–71. http://dx.doi.org/10.3905/jpm.1985.409003.

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Jorion, Philippe. "Mean/Variance Analysis of Currency Overlays." Financial Analysts Journal 50, no. 3 (1994): 48–56. http://dx.doi.org/10.2469/faj.v50.n3.48.

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Levy, Haim, and Moshe Levy. "Prospect Theory and Mean-Variance Analysis." Review of Financial Studies 17, no. 4 (2003): 1015–41. http://dx.doi.org/10.1093/rfs/hhg062.

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Raugh, Michael T., and Giulio Seccia. "Mean-variance analysis in temporary equilibrium." Research in Economics 55, no. 3 (2001): 331–45. http://dx.doi.org/10.1006/reec.2000.0258.

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Ahn, Hyungsok, and Paul Wilmott. "Stochastic Volatility and Mean-variance Analysis." Wilmott 2003, no. 6 (2003): 84–90. http://dx.doi.org/10.1002/wilm.42820030620.

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Levy, Haim. "Mean–Variance Analysis, the Geometric Mean, and Horizon Mismatch." Journal of Portfolio Management 50, no. 8 (2024): 161–81. http://dx.doi.org/10.3905/jpm.2024.50.8.161.

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Lima de Paulo, Wanderlei, Marta Ines Velazco Fontova, and Renato Canil de Souza. "An analysis of a mean-variance enhanced index tracking problem with weights constraints." Investment Management and Financial Innovations 15, no. 4 (2018): 183–92. http://dx.doi.org/10.21511/imfi.15(4).2018.15.

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In this paper, the authors deal with a mean-variance enhanced index tracking (EIT) problem with weights constraints. Using a shrinkage approach, they show that constructing the constrained EIT portfolio is equivalent to constructing the unconstrained EIT portfolio. This equivalence allows to study the effect of weights constraints on the covariance matrix and on the EIT portfolio. In general, the effects of weights constraints on the EIT portfolio are different from those observed in the case of global minimum variance portfolio. Finally, the authors present a numerical asset allocation exampl
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Gan, F. F. "Joint monitoring of process mean and variance." Nonlinear Analysis: Theory, Methods & Applications 30, no. 7 (1997): 4017–24. http://dx.doi.org/10.1016/s0362-546x(97)00224-1.

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Xu, Ganlin, and Thomas Anichini. "Mean-Variance Analysis in Post-Retirement Planning." Journal of Retirement 3, no. 3 (2015): 62–76. http://dx.doi.org/10.3905/jor.2016.3.3.062.

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Dissertations / Theses on the topic "Mean-variance Analysis"

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Skanke, Björn. "Analysis of Pension Strategies." Thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-143342.

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In a time where people tend to retire earlier and live longer in combination with an augmented personal responsibility of allocating or at least choosing adequately composed pension funds, the importance of a deeper understanding of long term investment strategies is inevitably accentuated. On the background of discrepancies in suggested pension fund strategies by influential fund providers, professional advisers and previous literature, this thesis aims at addressing foremost one particular research question: How should an investor optimally allocate between risky and risk-less assets in a pe
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Nyqvist, Vidar, and Mario Milic. "Bitcoins roll i en Investeringsportfölj : A Mean-Variance Analysis of the Diversification Benefits." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104722.

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The aim of this thesis is to explore the role of bitcoin in an investment portfolio. The paper examines the nature of bitcoin and additionally how bitcoin compares to gold when included in an investment portfolio. This report uses the historical value of bitcoin and investigates with a Mean-Variance model how the risk-adjusted return of an optimized portfolio is affected when bitcoin is a constituent. By comparing Sharpe Ratios from the optimized portfolios, a conclusion can be drawn as to whether bitcoin affects the maximum Sharpe ratio or the global minimum variance point. Our study suggests
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Liu, Qinyan. "Optimal coordinate sensor placements for estimating mean and variance components of variation sources." Thesis, Texas A&M University, 2003. http://hdl.handle.net/1969.1/2238.

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In-process Optical Coordinate Measuring Machine (OCMM) offers the potential of diagnosing in a timely manner variation sources that are responsible for product quality defects. Such a sensor system can help manufacturers improve product quality and reduce process downtime. Effective use of sensory data in diagnosing variation sources depends on the optimal design of a sensor system, which is often known as the problem of sensor placements. This thesis addresses coordinate sensor placement in diagnosing dimensional variation sources in assembly processes. Sensitivity indices of detecting proce
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Strid, Alexander, and Daniel Liu. "Evaluation of a Portfolio in Dow Jones Industrial Average Optimized by Mean-Variance Analysis." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275662.

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This thesis evaluates the mean-variance analysis framework by comparing the performance of an optimized portfolio consisting of stocks from the Dow Jones Industrial Average to the performance of the Dow Jones Industrial Average index itself. The results show that the optimized portfolio performs better than the corresponding index when evaluated on the period between 2015 and 2019. However, the variance of the returns are high and therefore it is difficult to determine if mean-variance analysis performs better than its corresponding index in the general case. Furthermore, it is shown that indi
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Adiga, Nagesh. "Contributions to variable selection for mean modeling and variance modeling in computer experiments." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/43592.

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This thesis consists of two parts. The first part reviews a Variable Search, a variable selection procedure for mean modeling. The second part deals with variance modeling for robust parameter design in computer experiments. In the first chapter of my thesis, Variable Search (VS) technique developed by Shainin (1988) is reviewed. VS has received quite a bit of attention from experimenters in industry. It uses the experimenters' knowledge about the process, in terms of good and bad settings and their importance. In this technique, a few experiments are conducted first at the best and worst s
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Griffiths, Kristi L. "Model selection and analysis tools in response surface modeling of the process mean and variance." Diss., Virginia Tech, 1995. http://hdl.handle.net/10919/38567.

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Product improvement is a serious issue facing industry today. And while response surface methods have been developed which address the process mean involved in improving the product there has been little research done on the process variability. Lack of quality in a product can be attributed to its inconsistency in performance thereby highlighting the need for a methodology which addresses process variability. The key to working with the process variability comes in the handling of the two types of factors which make up the product design: control and noise factors. Control factors can be fixe
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Ansell, Seth. "A study of ellipsoidal variance as a function of mean CIELAB values in a textile data set /." Online version of thesis, 1995. http://hdl.handle.net/1850/12232.

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Cho, Gyo-Young. "Multivariate control charts for the mean vector and variance-covariance matrix with variable sampling intervals." Diss., Virginia Tech, 1991. http://hdl.handle.net/10919/37242.

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Boehlandt, Florian. "The applicability of mean-variance analysis and beta-factors in the risk assessment of hedge funds." Thesis, Stellenbosch : Stellenbosch University, 2007. http://hdl.handle.net/10019.1/19812.

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Thesis (MBA) -- Stellenbosch University, 2007.<br>ENGLISH ABSTRACT: Hedge funds are amongst the fastest growing types of investment funds, both in tenns of worldwide assets under management, as well as the number of private and institutional investors. More recently, analysts and investors focussed their attention on accurately estimating the inherent risks of hedge funds (e.g, Brooks & Kat, 2001; Fung & Hsieh, 2004). Past research suggests that the traditional approach of assessing the risks of investment funds through mean-variance analysis can lead to severe underestimation of left-han
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Hirani, Shyam, and Jonas Wallström. "The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework." Thesis, Linköpings universitet, Nationalekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

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Within the scope of this thesis, the Black-Litterman Asset Allocation Model (as presented in He &amp; Litterman, 1999) is compared to the classical mean-variance framework by simulating past performance of portfolios constructed by both models using identical input data. A quantitative investment strategy which favours stocks with high dividend yield rates is used to generate private views about the expected excess returns for a fraction of the stocks included in the sample. By comparing the ex-post risk-return characteristics of the portfolios and performing ample sensitivity analysis with re
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Books on the topic "Mean-variance Analysis"

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Sentana, Enrique. Least squares predictions and mean-variance analysis. London School of Economics, Financial Markets Group, 1999.

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Johnson, Laura D. Smoothing spatial data by estimating mean local variance. Naval Postgraduate School, 1988.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Basil Blackwell, 1987.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Blackwell, 1990.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. B. Blackwell, 1987.

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Markowitz, H. Mean-variance analysis in portfolio choice and capital markets. Frank J. Fabozzi Associates, 1987.

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Johnson, D. G. The robustness of mean and variance approximations in pert and risk analysis. Loughborough University Business School, 1997.

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O'Gorman, Aongus J. Mean-risk analysis: An examination of semivariance as an alternative to the traditional risk measure of variance. University College Dublin, 1994.

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Back, Kerry E. Mean-Variance Analysis. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0005.

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The mean‐variance frontier is characterized with and without a risk‐free asset. The global minimum variance portfolio and tangency portfolio are defined, and two‐fund spanning is explained. The frontier is characterized in terms of the return defined from the SDF that is in the span of the assets. This is related to the Hansen‐Jagannathan bound. There is an SDF that is an affine function of a return if and only if the return is on the mean‐variance frontier. Separating distributions are defined and shown to imply two‐fund separation and mean‐variance efficiency of the market portfolio.
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Markowitz, H. Mean-Variance Analysis in Portfolio Choice and Capital Markets. Wiley & Sons, Incorporated, John, 2008.

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Book chapters on the topic "Mean-variance Analysis"

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Markowitz, Harry M. "Mean-Variance Analysis." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_1016-1.

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Markowitz, Harry M. "Mean-Variance Analysis." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_1016-2.

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Markowitz, Harry M. "Mean-Variance Analysis." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1016.

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Markowitz, Harry M. "Mean—Variance Analysis." In Finance. Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_21.

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Smith, Gary. "Mean-Variance Analysis." In Exercises and Solutions in Finance. Chapman and Hall/CRC, 2025. https://doi.org/10.1201/9781003630166-13.

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De Luca, Pasquale. "Mean-Variance Portfolio Analysis." In Springer Texts in Business and Economics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-18300-3_9.

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Chakrabarty, Siddhartha Pratim, and Ankur Kanaujiya. "Mean-Variance Portfolio Theory." In Mathematical Portfolio Theory and Analysis. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-8544-7_4.

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Chakrabarty, Siddhartha Pratim, and Ankur Kanaujiya. "Non-Mean-Variance Portfolio Theory." In Mathematical Portfolio Theory and Analysis. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-8544-7_6.

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Rothe, Sebastian. "Mean-variance valuation approach for power plants." In Portfolio Analysis of Power Plant Technologies. Springer Fachmedien Wiesbaden, 2011. http://dx.doi.org/10.1007/978-3-658-24379-1_3.

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Evstigneev, Igor V., Thorsten Hens, and Klaus Reiner Schenk-Hoppé. "Mean-Variance Portfolio Analysis: The Markowitz Model." In Springer Texts in Business and Economics. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-16571-4_2.

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Conference papers on the topic "Mean-variance Analysis"

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Cruz, E. L., M. N. Young, T. N. Chuahay, et al. "Portfolio Selection and Comparative Portfolio Analysis of Transportation Services, Hotel and Leisure, and Education Subsectors Against Service Sector in the Philippine Market Using Mean-variance Model." In 2024 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2024. https://doi.org/10.1109/ieem62345.2024.10856954.

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Miao, Yuanting. "Mean-Variance Analysis in Pension Fund Investment." In International Academic Conference on Management and Economics. Acavent, 2019. http://dx.doi.org/10.33422/conferenceme.2019.11.659.

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González Manteiga, Wenceslao, Cédric Heuchenne, and Cesar Sánchez Sellero. "Parametric Conditional Mean and Variance Testing with Censored Data." In Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0031.

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Hazny, Mohamad Hafiz, Haslifah Mohamad Hashim, and Aida Yuzi Yusof. "Revisiting Markowitz's Mean Variance analysis: A review from shariah perspective." In 2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE2012). IEEE, 2012. http://dx.doi.org/10.1109/icssbe.2012.6396577.

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Kawaura, T., and J. Watada. "Mean-variance analysis of agricultural management based on a Boltzmann machine." In Proceedings of 8th International Fuzzy Systems Conference. IEEE, 1999. http://dx.doi.org/10.1109/fuzzy.1999.793126.

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Charoenphaibul, Paradorn, and Nopadon Juneam. "GPU-Accelerated Method for Simulating Efficient Portfolios in the Mean-Variance Analysis." In 2020 17th International Joint Conference on Computer Science and Software Engineering (JCSSE). IEEE, 2020. http://dx.doi.org/10.1109/jcsse49651.2020.9268221.

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Basu, Preetam. "Mean-Variance Analysis of Stochastic Dynamic Programming Models: An Application to Capacity Expansion." In Annual International Conference on Operations Research and Statistics. Global Science & Technology Forum (GSTF), 2012. http://dx.doi.org/10.5176/2251-1938_ors64.

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Ramirez-Nafarrate, Adrian, and David F. Muñoz. "Empirical comparison of replication and batch approaches for estimating steady-state mean, variance and quantile." In 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013. AIP, 2013. http://dx.doi.org/10.1063/1.4825809.

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Chen, Xi, Shiqi Fang, and Zixin Shen. "Portfolio Investment Analysis Based on Markowitz Mean-variance Model with a Realistic Fund Dataset." In Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China. EAI, 2023. http://dx.doi.org/10.4108/eai.18-11-2022.2326894.

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Young, Michael N., TJ Troy N. Chuahay, and John Francis T. Diaz. "Comparative Analysis of Mean-Variance and Safety-First Portfolio Utilizing Exchange Traded Funds in Asia." In 2020 IEEE 7th International Conference on Industrial Engineering and Applications (ICIEA). IEEE, 2020. http://dx.doi.org/10.1109/iciea49774.2020.9102041.

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Reports on the topic "Mean-variance Analysis"

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Bermúdez-Cespedes, Juan Pablo, Luis Fernando Melo-Velandia, and Daniel Parra-Amado. Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies. Banco de la República, 2025. https://doi.org/10.32468/be.1303.

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This study examines how natural disasters affect sovereign risk premiums (CDS) and stock returns in emerging economies. Using an event study approach from October 2004 to August 2022, we analyze 1,400 natural disasters across 11 countries, assessing market responses both in aggregate and by disaster type. The analysis also reveals notable country-specific disparities. Results show that: i) while stock returns (mean) are largely unaffected, volatility (variance) increases significantly; ii) sovereign risk premiums respond in both their mean and variance; iii) contagion effects are stronger in v
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Kryzhanivs'kyi, Evstakhii, Liliana Horal, Iryna Perevozova, Vira Shyiko, Nataliia Mykytiuk, and Maria Berlous. Fuzzy cluster analysis of indicators for assessing the potential of recreational forest use. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4470.

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Cluster analysis of the efficiency of the recreational forest use of the region by separate components of the recreational forest use potential is provided in the article. The main stages of the cluster analysis of the recreational forest use level based on the predetermined components were determined. Among the agglomerative methods of cluster analysis, intended for grouping and combining the objects of study, it is common to distinguish the three most common types: the hierarchical method or the method of tree clustering; the K-means Clustering Method and the two-step aggregation method. For
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Badami, Kaswan, Budi Setiadi Daryono, Achmad Amzeri, and Syaiful Khoiri. COMBINING ABILITY AND HETEROTIC STUDIES ON HYBRID MELON (Cucumis melo L.) POPULATIONS FOR FRUIT YIELD AND QUALITY TRAITS. SABRAO Journal of Breeding and Genetics, 2020. http://dx.doi.org/10.21107/amzeri.2020.3.

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In different crop plants, combining ability and heterosis are used as important diagnostic tools for assessing the performance of parental genotypes and their hybrids. This research aimed to evaluate heterotic and combining ability effects in the diallel crosses of melon (Cucumis melo L.) for yield- and quality-related traits. Seven melon (C. melo L.) genotypes were grown and crossed in a complete diallel fashion to produce F1 hybrids. During the 2019 crop season, 49 melon genotypes (7 parents + 42 F1 hybrids) were grown in a randomized complete block design with three replications. Observatio
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Kim, Joseph, and Jose Arroyo-Turcios. Conceptual Critical Success Factors Model on Infrastructure Sustainability Rating System for California Construction Projects. Mineta Transportation Institute, 2025. https://doi.org/10.31979/mti.2024.2324.

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This report addresses the sensitivity and reliability of the sustainability rating systems by comparing each category’s verified scores with its respective submitted scores to evaluate how points are awarded for infrastructure projects, examine which categories present the most challenges for verification, and identify the best category for verification in the sustainability rating system. The authors conducted three analyses using credit score data obtained from fourteen actual civil infrastructure projects certified under Envision. First, the Natural World category had the highest average sc
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Ultrasound Measurement of Shear Wave Speed for Estimation Liver Fibrosis, Clinically Feasible Profile. Chair David Fetzer, Stephen McAleavey, and Stephen Rosenzweig. Radiological Society of North America (RSNA) / Quantitative Imaging Biomarkers Alliance (QIBA), 2024. http://dx.doi.org/10.1148/qiba/20240115.

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The goal of a QIBA Profile is to help achieve a useful level of performance for a given biomarker. Profile development is an evolutionary, phased process; this Profile is in the “Clinically Feasible” (formerly “Technically Confirmed") stage. The performance claims represent expert consensus and will be empirically demonstrated at a subsequent stage. Several sites have performed the profile, found it to be practical, and expect it to achieve the claimed performance. Users of this Profile are encouraged to refer to the following site to understand the document’s context: http://qibawiki.rsna.org
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เฉลิมมีประเสริฐ, ชัยสิทธิ์, та สุทธนู ศรีไสย์. การพัฒนาทรัพยากรมนุษย์ในช่วงสองปีแรก ของแผนพัฒนาเศรษฐกิจและสังคมแห่งชาติ ฉบับที่ 8 (พ.ศ. 2540-2544) : ผลผลิต ผลลัพธ์ และสภาพปัญหา : รายงานวิจัย. จุฬาลงกรณ์มหาวิทยาลัย, 2001. https://doi.org/10.58837/chula.res.2001.30.

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การวิจัยครั้งนี้มีจุดมุ่งหมายเพื่อศึกษาผลผลิต ผลลัพธ์ และสภาพปัญหาของการพัฒนาทรัพยากรมนุษย์ในช่วงสองปีแรกของแผนพัฒนาเศรษฐกิจและสังคมแห่งชาติ ฉบับที่ 8 โดยมีวัตถุประสงค์ของการศึกษา 3 ประการคือ 1) เพื่อศึกษากระบวนการวิเคราะห์ปฏิบัติการ (Implementation Analysis) การนำนโยบายการพัฒนาทรัพยากรมนุษย์ไปปฏิบัติขององค์กรทั้งภาครัฐและภาคเอกชน 2) เพื่อศึกษาผลผลิต (Output) และผลลัพธ์ (Outcome) ของการดำเนินการพัฒนาทรัพยากรมนุษย์ที่ดำเนินการในช่วงสองปีแรกของแผนพัฒนาเศรษฐกิจและสังคมแห่งชาติ ฉบับที่ 8 ข้อมูลที่ใช้ในการวิจัยครั้งนี้ได้มาจาก 4 แหล่งใหญ่ ๆ คือ 1) จากการสัมภาษณ์ผู้ว่าราชการหรือรองผู้ว่าราชการจังหวั
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Russo, David, Daniel M. Tartakovsky, and Shlomo P. Neuman. Development of Predictive Tools for Contaminant Transport through Variably-Saturated Heterogeneous Composite Porous Formations. United States Department of Agriculture, 2012. http://dx.doi.org/10.32747/2012.7592658.bard.

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The vadose (unsaturated) zone forms a major hydrologic link between the ground surface and underlying aquifers. To understand properly its role in protecting groundwater from near surface sources of contamination, one must be able to analyze quantitatively water flow and contaminant transport in variably saturated subsurface environments that are highly heterogeneous, often consisting of multiple geologic units and/or high and/or low permeability inclusions. The specific objectives of this research were: (i) to develop efficient and accurate tools for probabilistic delineation of dominant geol
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Mazzoni, Silvia, Nicholas Gregor, Linda Al Atik, Yousef Bozorgnia, David Welch, and Gregory Deierlein. Probabilistic Seismic Hazard Analysis and Selecting and Scaling of Ground-Motion Records (PEER-CEA Project). Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2020. http://dx.doi.org/10.55461/zjdn7385.

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This report is one of a series of reports documenting the methods and findings of a multi-year, multi-disciplinary project coordinated by the Pacific Earthquake Engineering Research Center (PEER) and funded by the California Earthquake Authority (CEA). The overall project is titled “Quantifying the Performance of Retrofit of Cripple Walls and Sill Anchorage in Single-Family Wood-Frame Buildings,” henceforth referred to as the “PEER–CEA Project.” The overall objective of the PEER–CEA Project is to provide scientifically based information (e.g., testing, analysis, and resulting loss models) that
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