Portfolio Constraints: An Empirical Analysis
Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for achieving efficient performance. We have applied th...
| Published in: | International Journal of Financial Studies |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7072/10/1/9 |