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Optimal Markowitz portfolio using returns forecasted with time series and machine learning models

Crossref DOI link: https://doi.org/10.1186/s40537-025-01164-z

Published Online: 2025-05-22

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ślusarczyk, Damian https://orcid.org/0009-0009-0593-4826
Ślepaczuk, Robert https://orcid.org/0000-0001-5227-2014
License Information

Text and Data Mining valid from 2025-05-22

Version of Record valid from 2025-05-22
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Article History

Received: 23 October 2024

Accepted: 18 April 2025

First Online: 22 May 2025

Declarations

:

: The authors declare no competing interests.