Dynamical optimization theory of a diversified portfolio
نویسندگان
چکیده
منابع مشابه
A diversified portfolio model of adaptability.
A new model of adaptability, the diversified portfolio model (DPM) of adaptability, is introduced. In the 1950s, Markowitz developed the financial portfolio model by demonstrating that investors could optimize the ratio of risk and return on their portfolios through risk diversification. The DPM integrates attractive features of a variety of models of adaptability, including Linville's self-com...
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Finding the best way to optimize the portfolio after Markowitz's 1952 article has always been and will continue to be one of the concerns of activists in the investment management industry. Researchers have come up with different solutions to overcome this problem. The introduction of mathematical models and meta-heuristic models is one of the activities that has influenced portfolio optimizati...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 1998
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(98)00075-2