Browsing School of Pure and Applied Sciences by Subject "Optimal Portfolio"

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    • Robust Optimal Portfolio and Bank Capital Adequacy Management 

      Irakoze, I.; Ikpe, Dennis C.; Ngare, Philip (Research India Publications, 2018)
      The task of jointly estimating an optimal portfolio and bank capital adequacy ratio under model uncertainties is a real and challenging problem to portfolio managers in the banking industry. In this paper, we investigate ...