Portfolio analysis of REF method based on mean variance optimization of multi-objective model (Q5269640)
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scientific article; zbMATH DE number 6735662
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| English | Portfolio analysis of REF method based on mean variance optimization of multi-objective model |
scientific article; zbMATH DE number 6735662 |
Statements
PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL (English)
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27 June 2017
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portfolio optimization
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mean-variance
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resampling
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efficient frontier
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multi-objective
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moderate risk
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0.7144448161125183
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0.71146160364151
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0.7089700698852539
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0.7087997198104858
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0.7023786306381226
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