DSpace Repository

Browsing Theses and Dissertations by Subject "Enhanced Portfolio Optimization"

Browsing Theses and Dissertations by Subject "Enhanced Portfolio Optimization"

Sort by: Order: Results:

  • Kylyshbek, Yestay (Nazarbayev University, Graduate School of Business, 2021-12-21)
    Portfolio optimization ought to provide investors with an asset allocation strategy that outperforms the market. As a foundation of all portfolio optimization strategies, standard mean-variance optimization (MVO) strategy ...