Analysis of new approaches used in portfolio optimization: a systematic literature review
Author:
Affiliation:
1. Pontifícia Universidade Católica de Goiás, Brasil
Publisher
FapUNIFESP (SciELO)
Subject
Industrial and Manufacturing Engineering
Link
http://www.scielo.br/pdf/prod/v30/0103-6513-prod-30-e20190144.pdf
Reference65 articles.
1. Optimal and naive diversification in currency markets;Ackermann F.;Management Science,2016
2. Optimal and investable portfolios: an empirical analysis with scenario optimization algorithms under crisis market prospects;Al Janabi M. A. M.;Economic Modelling,2014
3. Multi-agent electricity markets: retailer portfolio optimization using Markowitz theory;Algarvio H.;Electric Power Systems Research,2017
4. Cross-selling investment products with a Win-win perspective in portfolio optimization;Ali Ö. G.;Operations Research,2016
5. Robust analysis for downside risk in portfolio management for a volatile stock market;Ayub U.;Economic Modelling,2015
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