Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investigate portfolio optimization based on the...

This study proposes a novel and more efficient quantum algorithm for portfolio optimization using quantum combinatorial optimization (QCO) techniques. A recent construction developed in 2021 has sparked the field of financial portfolio optimization through the Quantum Walk Optimization Algorithm...

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 =...