Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return
Abdulnasser Hatemi-J, Mohamed Ali Hajji, Youssef El-Khatib
| Year of publication: |
2022
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|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Hajji, Mohamed Ali ; El-Khatib, Youssef |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-7
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| Subject: | Optimization | Portfolio diversification | Risk and return | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402145