Optimal Portfolio Analysis with Stochastic Volatility
The article presents a method for optimizing portfolios in a volatile financial market, using an approximation method to control error and create an optimal portfolio.
Featured in No. 78 on 12 Dec 2024 · on release day
- Released
- 12 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
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- Identifier
- RePEc:wsi:ijtafx:v:27:y:2024:i:05n06:n:s0219024924500237
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).