Open AccessA superior active portfolio optimization model for stock exchange
Author(s) -
Ameer AL-Haq Al-Shamery,
Eman S. Al-Shamery
Publication year - 2022
Publication title -
periodicals of engineering and natural sciences (pen)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.225
H-Index - 11
ISSN - 2303-4521
DOI - 10.21533/pen.v10i2.2778
Subject(s) - portfolio , portfolio optimization , sharpe ratio , diversification (marketing strategy) , stock exchange , econometrics , efficient frontier , robustness (evolution) , earnings , stock market , economics , investment strategy , computer science , financial economics , business , microeconomics , finance , marketing , profit (economics) , paleontology , biochemistry , chemistry , horse , biology , gene
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