Bibliometric analysis of risk measures for portfolio optimization
Portfolio optimization aims to minimize risk and maximize return on investment by determining the best combination of securities and proportions. The variance in portfolio optimization models is typically used for a measure of risk. Over the last few decades, portfolio optimization utilizin...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2023-01-01
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| Series: | Accounting |
| Online Access: | http://www.growingscience.com/ac/Vol9/ac_2022_18.pdf |