Article

Efficient portfolios computed with moment-based bounds

David P. MortonDepartment of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208, USASteftcho DokovSchool of Computer and Information Engineering, INHA University in Tashkent, Tashkent 100170, UzbekistanIvilina PopovaDepartment of Finance & Economics, McCoy College of Business, Texas State University, San Marcos, TX 78666, USA

Finance research lettersjournal2022en

ABI

Abstract

No abstract available.

Topics

Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

Identifiers

DOI: 10.1016/j.frl.2022.103424

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