Computation of optimal investment allocations in a sequential portfolio optimisation (original) (raw)

Journal of Economic and Financial Sciences

Abstract

Orientation: This article is related to Financial Risk Management, Investment Management and Portfolio Optimisation.Research purpose: The aim is to compute optimal investment allocations from one period to another.Motivation of the study: Financial market systems are governed by random behaviours expressing the complexity of the economy and the politics. Risk Measure and Management are current and major issues for financial market operators and attract the attention of researchers who develop suitable tools and methods to describe and control risk. In this article, financial risk management is considered for an investor operating in the financial market.Research approach/design and method: This research developed Mathematical Models to describe the problem and Computational Simulations to compute, summarise the results and show their reliabilities.Main findings: The results are the investments allocations stored, some tables and the related computational simulations. By going from p...

MASIALA MAVUNGU hasn't uploaded this paper.

Let MASIALA know you want this paper to be uploaded.

Ask for this paper to be uploaded.