Multiperiod mean-variance portfolio model with constraints

The mean-variance optimization, known as the Markowitz portfolio, is a cornerstone of modern portfolio theory. This model helps investors create mathematically optimal portfolios. While the original Markowitz model provides investors with an optimal portfolio for a single period, we extend this mode...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Puspita, Dila, Andarwan, Muhammad Naufal Daffa, Azis, Rheznandya Arkaputra
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Bankruptcy Constraints Optimization
Online-Zugang:	Volltext
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