Ziane et al., 2024 - Google Patents
Portfolio selection problem: Main knowledge and models (A systematic review)Ziane et al., 2024
View PDF- 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 …
- 230000009897 systematic effect 0 title description 11
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