Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange

DOI10.1007/978-3-030-55347-0_29zbMath1448.91275OpenAlexW3047888544MaRDI QIDQ5119116

Krasimira P. Stoilova, Miroslav Vladimirov, Todor Stoilov

Publication date: 3 September 2020

Published in: Advances in High Performance Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-55347-0_29

zbMATH Keywords

optimizationdecision makingportfolio modelingdata driven analysis

Mathematics Subject Classification ID

Portfolio theory (91G10)

Uses Software

• Mathware

Cites Work

• The dynamic Black-Litterman approach to asset allocation
• On the computation of the efficient frontier of the portfolio selection problem
• Inverse Optimization: A New Perspective on the Black-Litterman Model

This page was built for publication: Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange