Portfolio optimization using modified Markowitz model based on CO-GARCH modeling compared to the market
Portfolio optimization and deciding which stocks deserve to be included in the investment portfolio and how to allocate capital are complex issues. Theoretically, the selection of the stock portfolio in the case of risk minimization can be solved Using mathematical formulas and through a quadratic e...
| Hlavní autoři: | , , , |
|---|---|
| Médium: | Článek |
| Jazyk: | fas |
| Vydáno: |
University of Sistan and Baluchestan
2022-08-01
|
| Edice: | اقتصاد باثبات |
| Témata: | |
| On-line přístup: | https://sedj.usb.ac.ir/article_7184_942fe6a900de91888b19030f6fdfe392.pdf |