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Development of an active equity fund portfolio using the Markov Chain Monte Carlo optimization model as a strategic allocation strategy

Aguibiador, Maricon R.
Animo Repository · Papers
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finance-and-financial-managementportfolio-management
The study created an active equity fund using the Markov Chain Monte Carlo (MCMC) optimization model. This method can serve as an alternative investment strategy to improve portfolio returns and lower risk. The MCMC model was utilized as an asset allocation strategy in creating active equity portfol
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