A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python
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Applied Intelligence , 51(11), 8119-8131.https://link.springer.com/article/10.1007/s10489-021-02262-0
Language: English
Page range: 113 - 127
Submitted on: Feb 5, 2024
Accepted on: May 24, 2024
Published on: May 22, 2024
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 times per year
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© 2024 R. Mallieswari, Varadharajan Palanisamy, Arthi Thangavelu Senthilnathan, Suganya Gurumurthy, J. Joshua Selvakumar, Sathish Pachiyappan, published by Oikos Institut d.o.o.
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