Search Results for: Optimal Portfolios

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by

Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by pro

This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with sto

We address three key aspects of optimal portfolio construction: expected return, variance-covariance modeling and optimization in presence of cardinality constr