Portfolio optimization using modified herfindahl constraint
Year of publication: |
[2018]
|
---|---|
Authors: | Hitaj, Asmerilda ; Zambruno, Giovanni |
Published in: |
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets. - Cham : Springer Nature, ISBN 978-3-319-61318-5. - 2018, p. 211-239
|
Subject: | Higher moments portfolio selection | Risk-based strategies | Expected utility | Herfindahl index | Diversity constraint | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen |
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