Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform.

ABSTRACT: Many investors and financial managers view portfolio optimisation as a critical step in the management and selection processes. This is due to the fact that a portfolio fundamentally comprises a collection of uncertain securities, such as equities. For this reason, having a solid understanding of the elements responsible for these uncertainties is absolutely necessary. Investors will always look for a portfolio that can handle the required amount of risk while still producing the desired level of expected returns. This article uses feature-based models to investigate the primary elements that contribute to the optimal composition of a specific portfolio. These models make use of physical analyses, such as the Fourier transform, wavelet transforms and the Fourier-Mellin transform. Motivated

SUBMITTER: Alkhudaydi MH 

PROVIDER: S-EPMC12173420 | biostudies-literature | 2025

REPOSITORIES: biostudies-literature