Portfolio Constraints: An Empirical Analysis

Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for achieving efficient performance. We have applied th...

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Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριοι συγγραφείς:	Guido Abate, Tommaso Bonafini, Pierpaolo Ferrari
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	MDPI AG 2022-01-01
Σειρά:	International Journal of Financial Studies
Θέματα:	mean variance optimization portfolio constraints weight constraints volatility constraints tracking error constraint beta constraint
Διαθέσιμο Online:	https://www.mdpi.com/2227-7072/10/1/9
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