A comprehensive approach to portfolio optimization based on modern mathematical modeling methods
In this study, an integrated approach to portfolio optimization is presented, combining modern time series forecasting methods and flexible settings for portfolio optimization. In conditions of high volatility in the digital asset market, traditional models such as Markowitz and CAPM lose their effe...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Peter the Great St. Petersburg Polytechnic University
2025-04-01
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| Series: | π-Economy |
| Subjects: | |
| Online Access: | https://economy.spbstu.ru/article/2025.112.11/ |
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