Author: Rajaratnam, Kanshukan
Similar Items: Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis
- Long term portfolio construction
- Time diversification and holding periods on the Johannesburg Stock Exchange
- An investigation into the use of multiple cryptocurrencies in a diversified portfolio
- An investigation into higher and partial moment portfolio selection frameworks
- The construction of optimal socially responsible investment portfolios in South Africa using traditional and artificial intelligence techniques
- Framework for optimising an electricity utility portfolio in a capital constraint environment.