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A simulation analysis of returns-risk portfolio optimization models.

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Bibliographic Details
Title: A simulation analysis of returns-risk portfolio optimization models.
Authors: Brar, J.1 (AUTHOR) john.braun@ubc.ca, Braun, J.2 (AUTHOR), Hare, W.3 (AUTHOR), Wang, D.4 (AUTHOR)
Source: Communications in Statistics: Simulation & Computation. 2026, Vol. 55 Issue 5, p1589-1616. 28p.
Database: Mathematics Source
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ISSN:03610918
DOI:10.1080/03610918.2025.2450725