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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| Главные авторы: | , , , |
|---|---|
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Taylor & Francis Group
2025-12-01
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| Серии: | Applied Mathematics in Science and Engineering |
| Предметы: | |
| Online-ссылка: | https://www.tandfonline.com/doi/10.1080/27690911.2025.2463456 |
| Метки: |
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