most citedAnalysis of some generalized ABC- fractional logistic models

5 citations · 5 across the 2 of their papers we have counts for

collaborators
Showing econ.THShow all

1 paper · 1 filter

econ.TH2019

Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return

Abdulnasser Hatemi-J, Mohamed Ali Hajji, Youssef El-Khatib

The potential benefits of portfolio diversification have been known to investors for a long time. Markowitz (1952) suggested the seminal approach for optimizing the portfolio probl…