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Kyuwon Choi


Seoul Nat'l Univ.

Active since 2011

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Portfolio Optimization in support of Monte Carlo method.
Hi, everyone. I have problem in finding optimal portfolio weights with Monte Carlo method. I'm using mixed rotated-gumbel co...

13 years ago | 1 answer | 0

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Question


Portfolio Optimization under serial correlation and conditional heteroscedasticity.
Hello folks. I'm trying to get optimized portfolio choice with assets which have serial correlation and conditional heterosce...

13 years ago | 0 answers | 0

0

answers