Efficient one asset replacement scheme for an optimized portfolio
The traditional mean-variance portfolio optimization models in practice have suffered from complexity and heavy computation loads in the process of selecting the best assets for constructing a portfolio. If not, they are considerably departed from the theoretically optimized values. In this work, we...
| Huvudupphovsmän: | , |
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| Materialtyp: | Artikel |
| Språk: | English |
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AIMS Press
2022-06-01
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| Serie: | AIMS Mathematics |
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| Länkar: | https://www.aimspress.com/article/doi/10.3934/math.2022869?viewType=HTML |