Open AccessReviewing Optimized Portfolios: All Seasons Strategy
Author(s) -
Raúl Daniel Navas,
Sónia R. Bentes
Publication year - 2021
Publication title -
revista brasileira de gestão de negócios
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1983-0807
pISSN - 1806-4892
DOI - 10.7819/rbgn.v23i4.4134
Subject(s) - solver , sharpe ratio , volatility (finance) , portfolio , modern portfolio theory , computer science , originality , econometrics , mathematical optimization , nonlinear system , crash , economics , financial economics , mathematics , quantum mechanics , creativity , political science , law , programming language , physics