Kumar, Ronald Ravinesh; Stauvermann, Peter; Samitas, … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-25
In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as measures of risk on stocks listed on the South Pacific Stock Exchange, Fiji. We document key market characteristics and consider monthly returns data from SEP-2019 to FEB-2022 (T =...
