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- Title
Portfolio Selection using Min-Max Approach.
- Authors
Dani, A. R.; Ali, Nusarat; Simhadri, Suresh; Murthy, Dakshina
- Abstract
The authors discuss a dynamic approach for portfolio construction in which securities are chosen using Min-Max approach. They note that such approach contains of a method of selecting fixed number of securities from the available securities for determining the investment allocation strategy. They also stress that the approach led to the concept of efficient portfolio which has the highest expected return for a given level of risk or the lowest risk for a given level of return.
- Subjects
PORTFOLIO management (Investments); STOCK exchanges; ALLOCATION (Accounting); RATE of return; INVESTMENT risk
- Publication
Vikalpa: The Journal for Decision Makers, 2012, Vol 37, Issue 2, p61
- ISSN
0256-0909
- Publication type
Opinion
- DOI
10.1177/0256090920120206