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pro vyhledávání: '"Maji, Soubhik"'
Autor:
Sen, Jaydip, Jaiswal, Aditya, Pathak, Anshuman, Majee, Atish Kumar, Kumar, Kushagra, Sarkar, Manas Kumar, Maji, Soubhik
This paper presents a comparative analysis of the performances of three portfolio optimization approaches. Three approaches of portfolio optimization that are considered in this work are the mean-variance portfolio (MVP), hierarchical risk parity (HR
Externí odkaz:
http://arxiv.org/abs/2305.17523
