Reviewing Optimized Portfolios: All Seasons Strategy | Zendy

AI Assistant Blog Pricing

Open Access

Reviewing Optimized Portfolios: All Seasons Strategy

Author(s) -

Raúl Daniel Navas,

Sónia R. Bentes

Publication year - 2021

Publication title -

review of business management

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

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom

About

About Careers Publisher Partners Contact Us Get Organisational Trial or Quote

Learn

FAQs Blog Terms of Use Privacy Policy

Download the Zendy App

Download on the

Discover

Explore

Copyright Knowledge E © 2026. All Rights Reserved.