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Economic Research-Ekonomska Istraživanja Volume 35, 2022 - Issue 1

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Improving the volatility of the optimal weights of the Markowitz model

Roberto Ortiza Faculty of Engineering, Diego Portales University, Santiago, Chile;b Faculty of Engineering, Chile and FACEA Universidad Catolica de la Santisima Concepcion, Concepcion, ChileCorrespondence[email protected]

Mauricio Contrerasc Physics Department, Universidad Metropolitana de Ciencias de la Educacion UMCE, Santiago, Chile

Cristhian Melladod Faculty of Economic and Administrative Sciences, Universidad Catolica de la Santisima Concepcion, Concepcion, Chile

Pages 2836-2858 | Received 03 Jun 2021, Accepted 09 Sep 2021, Published online: 29 Sep 2021

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https://doi.org/10.1080/1331677X.2021.1981963
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Xuecong Zhang, Chen Zhong & Laith Abualigah. (2022) Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms. Soft Computing 27:7, pages 3921-3939.
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Karima Sabbar & Moad El Kharrim. (2023) Average variance portfolio optimization using machine learning-based stock price prediction case of renewable energy investments. E3S Web of Conferences 412, pages 01077.
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Apichat Chaweewanchon & Rujira Chaysiri. (2022) Markowitz Mean-Variance Portfolio Optimization with Predictive Stock Selection Using Machine Learning. International Journal of Financial Studies 10:3, pages 64.
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Moch Panji Agung Saputra, Sukono & Diah Chaerani. (2022) Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method. Risks 10:1, pages 10.
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