Portfolio Implementation Risk Management Using Evolutionary Multiobjective Optimization
Portfolio management based on mean-variance portfolio optimization is subject to different sources of uncertainty. In addition to those related to the quality of parameter estimates used in the optimization process, investors face a portfolio implementation risk. The potential temporary discrepancy...
Main Authors: | David Quintana, Roman Denysiuk, Sandra Garcia-Rodriguez, António Gaspar-Cunha |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-10-01
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Series: | Applied Sciences |
Subjects: | |
Online Access: | https://www.mdpi.com/2076-3417/7/10/1079 |
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