Evaluation of strategy portfolios

People usually create a portfolio in order to diversify the risk coming from individual investments. To get a high yield with a good level of diversification, investors usually seek professional advice from portfolio managers. However, the true performance of an optimized portfolio usually depends o...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Computational management science 2024-06, Vol.21 (1), p.1-27, Article 17
Hauptverfasser:	Wang, Anlan, Kresta, Aleš, Tichý, Tomáš
Format:	Artikel
Sprache:	eng
Schlagworte:	Bear markets Benchmarks Business and Management COVID-19 Economic crisis Hypotheses Hypothesis testing International finance Investment policy Investments Investors Monte Carlo simulation Operations Research/Decision Theory Optimization Optimization models Original Paper Pandemics Portfolio management Portfolio performance Strategy
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!