Portfolio Selection Optimization Problem Under Systemic Risks
Published in Advances in Industrial Engineering • Apr 1, 2020
NobleIDNI1P69W34R40S56
Authors:,,
Mohammad Ali Dehghan Dehnavi
Mohammad Mahdi Bahrololoum
Moslem Peymany Foroushany
Abstract
Abstract: Portfolio selection is of great importance among financiers, who seek to invest in a financial market by selecting a portfolio to minimize the risk of investment and maximize their profit. Since there is a covariant among portfolios, there are situations in which all portfolios go high or ...
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