Open AccessPortfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market
Author(s) -
Josephine Mokeira Masese,
Ferdinand Othieno,
Carolyn Njenga
Publication year - 2017
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2017.74052
Subject(s) - sharpe ratio , econometrics , portfolio , economics , portfolio optimization , volatility (finance) , efficient frontier , stock (firearms) , stock market , model selection , market risk , financial economics , statistics , mathematics , geography , context (archaeology) , archaeology
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