This paper studies how to construct and compare various optimal portfolio frame-works for investors in the context of the Vietnamese stock market. The aim of the study is to help investors to find solutions for constructing an optimal portfolio strategy using modern investment frameworks in the...

This paper studies how to construct and compare various optimal portfolio frame-works for investors in the context of the Vietnamese stock market. The aim of the study is to help investors to find solutions for constructing an optimal portfolio strategy using modern investment frameworks in the...

In the recent recession market, we are in the objective to invest into secured product in a time horizon of one or two years. The objective is to maintain at least the capital invested if the market still goes down and to be able to benefit part of the market return when the market goes up....