keyword Portfolio generating functions ‎/ (1 Article)

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Journal Journal of Mathematics and Modeling in Finance 1

1.

Stochastic portfolio optimization by diversity-weighted portfolio approach

Corresponding Author : Banihashemi، Shokoofeh ؛ Writer : Karimi، Parto ؛

Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2024, Volume 4 - Number 2 (‎8 page(s) - From 57 to 64 )
Keywords:Portfolio Diversity-weighted portfolios ‌ Sharp ratio Portfolio generating functions Stochastic portfolio theory

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Sharp RatioPortfolioDiversity-weighted portfolios

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