... with alternative portfolio strategies. Findings The empirical findings demonstrate that the maximum utility portfolio of coins, with a risk aversion of λ = 10, outweighs alternative frameworks. The portfolios optimized by maximizing the Sharpe ratio for both coins and tokens indicate a rather poor...

...Julien Chevallier; Dinh-Tri Vo Purpose In asset management, what if clients want to purchase protection from risk factors, under the form of variance risk premia. This paper aims to address this topic by developing a portfolio optimization framework based on the criterion of the minimum variance...

...‐Ascent method relative to its initial starting location by applying it to optimize a typical book of insurance policies. An alternate method to solve the portfolio‐optimization problem is the heuristic search Genetic Algorithm devised by Holland (1975) , and described in detail by Whitley (1993...