Portfolio selection: an alternative approach

DOI10.1016/J.ECONLET.2015.08.021zbMATH Open1394.91330OpenAlexW1189911448MaRDI QIDQ1663968FDOQ1663968

Authors: Abdulnasser Hatemi-J, Youssef El-Khatib 

Publication date: 24 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.08.021

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zbMATH Keywords

optimizationportfolio diversificationreturn and risk

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Optimum portfolio diversification in a general continuous-time model

Cited In (7)

• The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
• A method for portfolio choice
• Investor preferences and portfolio selection: is diversification an appropriate strategy?
• Selecting a discrete portfolio
• Optimal portfolios on mean-diversification efficient frontiers
• An optimization-diversification approach to portfolio selection
• PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS

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