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Ziane et al., 2024 - Google Patents

Portfolio selection problem: Main knowledge and models (A systematic review)

Ziane et al., 2024

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Document ID
7093530224513325585
Author
Ziane M
Sara C
Fatima B
Abdelhakim C
El Moutaouakil K
Publication year
Publication venue
Statistics, Optimization & Information Computing

External Links

Snippet

The challenge in portfolio optimization lies in creating a collection of assets that attains a target expected returnwhile mitigating risk. This problem is often framed as an optimization task, specifically Mean Variance Optimization (MVO). MVO involves formulating an objective …
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