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Quaternion Valued Risk Diversification

Risk diversification is an important topic for portfolio managers. Various portfolio optimization algorithms have been developed to minimize portfolio risk under certain constraints. As an extension of the complex risk diversification portfolio proposed by Uchiyama, Kadoya, and Nakagawa in January 2...

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Detalles Bibliográficos
Autores principales: Sugitomo, Seisuke, Maeta, Keiichi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516864/
https://www.ncbi.nlm.nih.gov/pubmed/33286164
http://dx.doi.org/10.3390/e22040390