Word Portfolio Optimization in the Environment of Zero Interest Rate
This paper provides a deep analysis of ten globally diversified portfolios, composed of different financial instruments: bonds, shares, ETF’s, commodities, indexes, currencies, constructed applying various optimization techniques. Statistical moments, such as mean, standard deviation, kurtosis and...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2021-06-01
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| Series: | Ekonomika |
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| Online Access: | https://www.zurnalai.vu.lt/ekonomika/article/view/22568 |