Portfolio Optimization
The paper presents a unified framework for portfolio optimization, combining traditional Mean-Variance analysis with additional risk constraints for robust investment strategies.
Featured in No. 85 on 19 Feb 2025 · 13 days after release
- Released
- 6 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 108
- Identifier
- SSRN 5127391
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).