Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Sergey V. Slashchinin"'
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030535513
LION
LION
Portfolio optimization is a large area of investigation both in theoretical and practical setting since the seminal work by Markowitz where a mean-variance model was introduced. From optimization point of view, the problem of optimal portfolio in mea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ef9651074930217c679e92dd553557f
https://doi.org/10.1007/978-3-030-53552-0_33
https://doi.org/10.1007/978-3-030-53552-0_33
Publikováno v:
Approximation and Optimization ISBN: 9783030127664
Portfolio selection is construction of portfolios that maximize level of the expected returns from investments, but at the same time have low involved risks. One fundamental approach for quantifying the risk–return trade-off of assets is mean–var
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71d36ae41e407c71c2fa9a6901c3eb56
https://doi.org/10.1007/978-3-030-12767-1_9
https://doi.org/10.1007/978-3-030-12767-1_9