Computation of optimal investment allocations in a sequential portfolio optimisation
Orientation: This article is related to Financial Risk Management, Investment Management and Portfolio Optimisation. Research purpose: The aim is to compute optimal investment allocations from one period to another. Motivation of the study: Financial market systems are governed by random behaviour...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2019-09-01
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| Series: | Journal of Economic and Financial Sciences |
| Subjects: | |
| Online Access: | https://jefjournal.org.za/index.php/jef/article/view/416 |