𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An integrated approach for stock evaluation and portfolio optimization

✍ Scribed by Kırış, Şafak; Ustun, Ozden


Book ID
115449255
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
244 KB
Volume
61
Category
Article
ISSN
0233-1934

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A new model for constructing an integrated stock-bond portfolio is proposed. This serves as an alternative to the popular asset allocation strategy, in which the fund is first allocated to indexes corresponding to diverse asset classes and then allocated to individual assets using appropriate models