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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2021-01-01
|
| Series: | Journal of Economics and Management |
| Subjects: | |
| Online Access: | https://doi.org/10.22367/jem.2021.43.04 |