Portfolio implementation risk management using evolutionary multiobjective optimization
Portfoliomanagementbasedonmean-varianceportfoliooptimizationissubjecttodifferent sources of uncertainty. In addition to those related to the quality of parameter estimates used in the optimization process, investors face a portfolio implementation risk. The potential temporary discrepancybetweentarg...
| Autor principal: | |
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2017
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/53022 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/53022 |