New methods for the use of high-frequency data and sustainability scores in portfolio management. KU Leuven
Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven), Finance Research Group (main work address Leuven)
Both private and institutional investors need to decide regularly on how to spread their capital over a large number of possible investments. This process is referred to as portfolio optimization. The investors decision is based on the his objectives, such as obtaining a certain returnwhile minimizing the risk.
Traditionally, the risk and the return on investments is measured based on daily, weekly or monthly data. Recently, ...
Traditionally, the risk and the return on investments is measured based on daily, weekly or monthly data. Recently, ...