Portfolio optimization under threshold accepting : further evidence from a frontier market
Year of publication: |
November 2017
|
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Authors: | Masese, Josephine M. ; Othieno, Ferdinand ; Njenga, Carolyn |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 4, p. 941-957
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Subject: | Mean-Variance Optimization | Threshold Accepting | Frontier Market | Portfolio-Management | Portfolio selection | Theorie | Theory | Schwellenländer | Emerging economies |
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