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RePEcPortfolio & Allocation

Portfolio Optimization

A Reliability-Based Design Optimization framework is developed for portfolio optimization with efficient portfolios obtained for DAX stocks.

Featured in No. 1 on 24 May 2023 · on release day

Released
24 May 2023
First featured
No. 1 · 24 May 2023
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Identifier
RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00285-2

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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