Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange
Todor Stoilov, Krasimira Petrova Stoilova, Miroslav Vladimirov
Abstract
Todor Stoilov, Krasimira Petrova Stoilova, Miroslav Vladimirov
Abstract
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Key concepts: Black–Litterman model, Portfolio optimization, Portfolio, Post-modern portfolio theory, Computer science, Application portfolio management, Modern portfolio theory, Asset allocation