Equity Portfolio Optimization With Gold
Purpose: The aim of the paper is to check if gold helps improve stock portfolio characteristics understood in the sense of the Markowitz model. If so, what are optimal shares of stocks and gold to minimize variance? Design/methodology/approach: The investment portfolio optimization procedure in t...
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Format: | Article |
Language: | English |
Published: |
Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
2021-01-01
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Series: | Problemy Zarządzania |
Subjects: | |
Online Access: | https://pz.wz.uw.edu.pl/resources/html/article/details?id=215865 |