Mousavi, Samane Al-sadat; Dolati, Ali; Dastbaravarde, Ali - In: Risks : open access journal 12 (2024) 6, pp. 1-17
The Sharpe ratio is a widely used tool for assessing investment strategy performance. An essential part of investing involves creating an appropriate portfolio by determining the optimal weights for desired assets. Before constructing a portfolio, selecting a set of investment opportunities is...