Risk Return Relationship in the Portfolio Selection Models

Theoretical Economics Letters

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

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"Risk Return Relationship in the Portfolio Selection Models"
written by Ken Hung, C. W. Yang, Yifan Zhao, Kuo-Hao Lee,
published by Theoretical Economics Letters, Vol.8 No.3, 2018

has been cited by the following article(s):

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[4]	Improving Portfolio Selection by Balancing Liquidity-Risk-Return: Evidence from Stock Markets
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[5]	Asimetrik Garch Modellerle Riske Maruz Değer (RMD) Analizi: Altın, Bist 100 Endeksi ve Dolar'dan Oluşan Portföy Üzerinde Bir Uygulama
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[1]	Predictive Modeling for Identifying Undervalued Stocks Using Machine Learning International Journal of Information Technology & Decision Making, 2025 DOI:10.1142/S0219622025500336

[2]	Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation Arabian Journal for Science and Engineering, 2024 DOI:10.1007/s13369-024-08850-9

[3]	Analisis Faktor-Faktor yang Mempengaruhi Likuiditas Pasar Saham Jurnal Ekonomi, 2023 DOI:10.24912/je.v28i2.1414

[4]	Asimetrik Garch Modellerle Riske Maruz Değer (RMD) Analizi: Altın, Bist 100 Endeksi ve Dolar’dan Oluşan Portföy Üzerinde Bir Uygulama Uluslararası Sosyal ve Eğitim Bilimleri Dergisi, 2021 DOI:10.20860/ijoses.977206

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