Portfolio selection using R

DOI10.2298/YJOR181115002MzbMath1474.91181MaRDI QIDQ3388813

Rohan Mishra, Bhagwat Ram

Publication date: 7 May 2021

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

programmingportfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10) Risk models (general) (91B05)

Uses Software

• R

Cites Work

• Continuous-time mean-variance portfolio selection: a stochastic LQ framework
• On the use of optimization models for portfolio selection: A review and some computational results
• Sensitivity Analysis for Mean-Variance Portfolio Problems
• Portfolio decisions as games

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