Constrained Portfolio Optimization: Markowitz Model and Index Model
Portfolio optimization is a crucial aspect of contemporary finance, facilitating the efficient balancing of risk and return for investors. In light of the intricate nature of actual investments, constrained portfolio optimization has assumed greater significance as a means of reflecting the practica...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2024-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2024/28/shsconf_dsm2024_04021.pdf |