Markowitz's portfolio selection model has been the biggest step-forward in financial decision
making and has been the central point of research since its inception. The mean–variance …

Paper aims To do a comprehensive review of the exact and heuristic methods,
software/programming languages, constraints, and types of analysis (technical and …

Portfolio theory underpins portfolio management, a much-researched yet uncharted field.
This research suggests a collective framework combined with the essence of deep learning …

The market has become very volatile these days in the presence of a war-like situation with
a lot of political turmoil and the rapid occurrence of natural disasters the world over. It is …

Price changes on all international financial and commodity markets have shown a sig-
nificant correlation. The correlation dependence increased due to macroeconomic changes …

Conservatism is a notorious shortcoming of the worst-case robust portfolio selection model.
Numerous studies have been done to tackle this issue from the perspective of theoretical …

O mercado de capitais brasileiro cresceu, novos produtos surgiram, e a quantidade de
novos investidores aumentou. Este artigo tem por objetivo discutir, sob a ótica da Teoria …

This study aims to identify, by means of a systematic literature review, the main methods,
tools, and techniques used for portfolio optimization, real-world constraints, and to analyze …

Abstract1 Price changes on all international financial and commodity markets have shown a
significant correlation. The correlation dependence increased due to macroeconomic …

In this study, using linear and nonlinear Granger causality methods and regression
switching, the relationships between the returns of important industry indices in the period …