Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models
The purpose of this study is to develop portfolio optimization and assets allocation using our proposed models. For this, three steps are considered. In the first step, the stock companies screen by their financial data. For second step, we need some inputs and outputs for solving Data Envelopment A...
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| Veröffentlicht in: | Filomat 2018, Vol.32 (3), p.815-823 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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