Bányai, Attila; Tatay, Tibor; Thalmeiner, Gergő; … - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-18
of consumer prices (HICP) data. Specifically, we assess whether asset allocation based on consumer expenditure can …This study examines whether portfolio optimization can be effectively based on annual changes in the harmonized index …