Our purpose in this paper is to depart from the intrinsic pathology of the typical mean-variance formalism, due to both the restriction of its assumptions and difficulty of implementation. We manage to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...

This article focuses on inferring critical comparative conclusions as far as the application of both linear and non-linear risk measures in non-convex portfolio optimization problems. We seek to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...