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Solve a Markowitz one-period mean-variance model in the browser

Pub: 03.11.16

| By Anonymous

In Finance.

Tags: academic mean variance optimize .

A paper by Claus Munk with the title "A Mean-Variance Benchmark for Household Portfolios over the Life Cycle" solves an interesting case of housing and stock market portfolio choice in a simple way.

If you want to play around with the parameters of the model to see different solutions to the problem check out this calculator: in browser housing and stock portfolio optimizer.