Economic Research-Ekonomska Istraživanja
Volume 35, 2022 - Issue 1
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Articles
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
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Received 03 Jun 2021, Accepted 09 Sep 2021, Published online: 29 Sep 2021
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