Intertemporal constrained portfolio optimization problem with tracking-error
Mitigating portfolio risk and enhancing performance are key goals in portfolio optimization. Investors prioritize the long-term implications of wealth accumulation and the benchmark strategies employed to mitigate risk. This paper presents a multi-period mean-variance model which includes intertempo...
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| Huvudupphov: | , , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Taylor & Francis Group
2025-12-01
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| Serie: | Applied Mathematics in Science and Engineering |
| Ämnen: | |
| Länkar: | https://www.tandfonline.com/doi/10.1080/27690911.2025.2463456 |
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