Portfolio Optimization with Systemic Risk Approach
Portfolio optimization has always been the main concern of investors. What differentiates different optimization models from each other is the risk measure. The main contribution of this paper is to provide a portfolio optimization model that considers systemic risk so that it can help investors mak...
-д хадгалсан:
| Үндсэн зохиолчид: | , , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Iran Finance Association
2025-01-01
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| Цуврал: | Iranian Journal of Finance |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.ijfifsa.ir/article_210096_5a172c5825469b5a7debbbef3ae81c98.pdf |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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