Showing 1 - 2 of 2
Aim/purpose - In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an...
Persistent link: https://www.econbiz.de/10013166371
Persistent link: https://www.econbiz.de/10013169981