... in spite of major inter-period differences in return-risk dynamics and substantial downside risk. Portfolios optimized for minimum variance perform just as well as the ones optimized for minimum downside risk. Return and risk have settled at higher levels since the onset of COVID, resulting in shifting...

.... Findings The results identify 14 periods of price bubbles during the study period. Additionally, stock portfolios with maximum returns and minimum risk were selected for portfolio optimization. According to the results of using meta-heuristic algorithms to optimize the portfolio, in relation...

... price and hedging structure for both conventional and Islamic indexes in US and UK stock markets. Financial risk Options markets Portfolio optimization G13 G110 In this section, we present the quadratic approach of Selmi and Bouchaud (2003) where the hedging strategy is determined...