Petropoulos, Theofanis; Liapis, Konstantinos; … - In: Risks : open access journal 11 (2023) 2, pp. 1-19
The purpose of this paper is to examine the issue of portfolio optimization. Optimization consists of minimizing the risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the Bank of Greece to calculate the net return and the standard...
