Sampling methods for investment portfolio formulation procedure at increased market volatility
Aim/purpose – In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased m...
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| Format: | Article |
| Language: | English |
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Sciendo
2021-01-01
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| Series: | Journal of Economics and Management |
| Subjects: | |
| Online Access: | https://doi.org/10.22367/jem.2021.43.04 |
| _version_ | 1811159195523743744 |
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| author | Dzicher Mateusz |
| author_facet | Dzicher Mateusz |
| author_sort | Dzicher Mateusz |
| collection | DOAJ |
| description | Aim/purpose – In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased market volatility. |
| first_indexed | 2024-04-10T05:36:59Z |
| format | Article |
| id | doaj.art-b851e026e8bd4be79b1c8a576aeb01fa |
| institution | Directory Open Access Journal |
| issn | 2719-9975 |
| language | English |
| last_indexed | 2024-04-10T05:36:59Z |
| publishDate | 2021-01-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Journal of Economics and Management |
| spelling | doaj.art-b851e026e8bd4be79b1c8a576aeb01fa2023-03-06T17:03:00ZengSciendoJournal of Economics and Management2719-99752021-01-01431708910.22367/jem.2021.43.04Sampling methods for investment portfolio formulation procedure at increased market volatilityDzicher Mateusz0Department of Applied Mathematics College of Finance, University of Economics in Katowice, PolandAim/purpose – In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased market volatility.https://doi.org/10.22367/jem.2021.43.04investment decisionsoptimization techniquesportfolio selectionstatistical simulation methodsc150c610g110 |
| spellingShingle | Dzicher Mateusz Sampling methods for investment portfolio formulation procedure at increased market volatility Journal of Economics and Management investment decisions optimization techniques portfolio selection statistical simulation methods c150 c610 g110 |
| title | Sampling methods for investment portfolio formulation procedure at increased market volatility |
| title_full | Sampling methods for investment portfolio formulation procedure at increased market volatility |
| title_fullStr | Sampling methods for investment portfolio formulation procedure at increased market volatility |
| title_full_unstemmed | Sampling methods for investment portfolio formulation procedure at increased market volatility |
| title_short | Sampling methods for investment portfolio formulation procedure at increased market volatility |
| title_sort | sampling methods for investment portfolio formulation procedure at increased market volatility |
| topic | investment decisions optimization techniques portfolio selection statistical simulation methods c150 c610 g110 |
| url | https://doi.org/10.22367/jem.2021.43.04 |
| work_keys_str_mv | AT dzichermateusz samplingmethodsforinvestmentportfolioformulationprocedureatincreasedmarketvolatility |