Work

Multiparametric Approach to Portfolio Structure Optimization and Dynamic Rebalancing Based on the Markowitz Model

Year: 2025

Type: article

Source: SOFT MEASUREMENTS AND COMPUTING

DOI: 10.36871/2618-9976.2025.07.003

Authors: Nikolai D. Dmitriev, Natalia G. Viktorova, Ekaterina S. Potemkina

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4412700622

FWCI:

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