For the most recent years, risk has become one of the essential parameters in portfolio optimization problems. Today most practitioners and researchers in portfolio optimization have used variance as a standard risk measure. ...

The study seeks to explore whether SACCOs can profitably invest in affordable housing through special-purpose investment vehicles such as REITs. The ultimate goal is to increase the domestic funding of the affordable ...

This study uses machine learning in the development of a dynamic investment strategy for portfolio optimization. We aim to explore the efficiency of this approach over a passively managed portfolio and assess the whether ...