Dynamic Optimization for Equity and Dollar Asset: The Case of Japan
C Tsuji - Modern Economy, 2024 - research.manuscritpub.com
This article examines the time-varying optimal portfolio weights for the two assets
denominated in Japanese yen—the Nikkei 225 index and the yen-dollar rate—for four …
denominated in Japanese yen—the Nikkei 225 index and the yen-dollar rate—for four …
Portfolio Theory Application and Enhancement in the Chinese Stock Market
X Wang - Advances in Economics, Management and Political …, 2024 - ewadirect.com
Portfolio Theory is commonly used in funds management because it lowers risk and
maximises return rate. As the research progresses, the big gap in its efficiency in the …
maximises return rate. As the research progresses, the big gap in its efficiency in the …