A New Diagnostic Approach to Evaluating the Stability of Optimal Portfolios

Zhongjin Yang; Keli Han; Marat Molyboga; Georgiy Molyboga

doi:10.3905/joi.2016.25.1.037

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A New Diagnostic Approach to Evaluating the Stability of Optimal Portfolios

Zhongjin Yang, Keli Han, Marat Molyboga and Georgiy Molyboga

The Journal of Investing Spring 2016, 25 (1) 37-45; DOI: https://doi.org/10.3905/joi.2016.25.1.037

Zhongjin Yang

is a research advisor at Efficient Capital Management in Warrenville, IL.

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For correspondence: zhongjin_yang@yahoo.com

Keli Han

is a senior researcher in research and trading at Blackthorne Enterprise Network, LLC in Coleman, WI.

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For correspondence: keli.han99@gmail.com

Marat Molyboga

is director of research at Efficient Capital Management, LLC in Warrenville, IL.

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For correspondence: molyboga@efficient.com

Georgiy Molyboga

is a PhD candidate at Kiev University in Kiev, Ukraine.

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For correspondence: st.george.molyboga@gmail.com

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A New Diagnostic Approach to Evaluating the Stability of Optimal Portfolios

Zhongjin Yang, Keli Han, Marat Molyboga, Georgiy Molyboga

The Journal of Investing Feb 2016, 25 (1) 37-45; DOI: 10.3905/joi.2016.25.1.037

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A New Diagnostic Approach to Evaluating the Stability of Optimal Portfolios

Zhongjin Yang, Keli Han, Marat Molyboga, Georgiy Molyboga

The Journal of Investing Feb 2016, 25 (1) 37-45; DOI: 10.3905/joi.2016.25.1.037

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