Review of two-constraint minimum portfolio risk: A simulation of expected return selection-Reference-Cited by-同舟云学术

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Review of two-constraint minimum portfolio risk: A simulation of expected return selection

Published:2023 Issue: Volume: Page:
ISSN:0094-243X
Container-title:PROCEEDING OF THE 7TH INTERNATIONAL CONFERENCE OF SCIENCE, TECHNOLOGY, AND INTERDISCIPLINARY RESEARCH (IC-STAR 2021)
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Author:

Jana Padrul,Rosadi Dedi

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/5.0105627

Reference15 articles.

1. R. Baptestone, and R. Rabechini, J. Ind. Eng. Manag. 11, 406–428 (2018).

2. H. Markowitz, J. Finance. 7, 77–91 (1952).

3. Value-at-Risk Bounds With Variance Constraints

4. A method for minimum risk portfolio optimization under hybrid uncertainty

5. Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks

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