portfolio optimization based on nonparametric estimation methods
One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2017-03-01
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| Series: | مدیریت تولید و عملیات |
| Subjects: | |
| Online Access: | http://jpom.ui.ac.ir/article_21552_7861e178c4654c5866be0652736c349c.pdf |