Academic Journal
Sampling methods for investment portfolio formulation procedure at increased market volatility
| العنوان: | Sampling methods for investment portfolio formulation procedure at increased market volatility |
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| المؤلفون: | Dzicher Mateusz |
| المصدر: | Journal of Economics and Management, Vol 43, Iss 1, Pp 70-89 (2021) |
| بيانات النشر: | Sciendo, 2021. |
| سنة النشر: | 2021 |
| المجموعة: | LCC:Management. Industrial management LCC:Economic theory. Demography |
| مصطلحات موضوعية: | investment decisions, optimization techniques, portfolio selection, statistical simulation methods, c150, c610, g110, Management. Industrial management, HD28-70, Economic theory. Demography, HB1-3840 |
| الوصف: | Aim/purpose – In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased market volatility. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 2719-9975 |
| Relation: | https://doaj.org/toc/2719-9975 |
| DOI: | 10.22367/jem.2021.43.04 |
| URL الوصول: | https://doaj.org/article/b851e026e8bd4be79b1c8a576aeb01fa |
| رقم الانضمام: | edsdoj.b851e026e8bd4be79b1c8a576aeb01fa |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 27199975 |
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| DOI: | 10.22367/jem.2021.43.04 |