Overview of Portfolio Optimization Models

Finding the best way to optimize the portfolio after Markowitz's 1952 article has always been and will continue to be one of the concerns of activists in the investment management industry. Researchers have come up with different solutions to overcome this problem. The introduction of mathemati...

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Bibliographic Details
Main Author: Majid Zanjirdar
Format: Article
Language:English
Published: Islamic Azad University of Arak 2020-10-01
Series:Advances in Mathematical Finance and Applications
Subjects:
Online Access:http://amfa.iau-arak.ac.ir/article_674941_63da8822774d865eca0eb948889000ea.pdf