Molyboga Has Paper Accepted by Journal of Investing

Marat Molyboga, adjunct faculty member, has had his paper, “A New Diagnostic Approach to Evaluating the Stability of Optimal Portfolios,” accepted for publication by the Journal of Investing.

Co-authors include Zhongjin Yang, Keli Han, and Georgiy Molyboga. In the paper, they introduce a new quantitative approach that can be used as a diagnostic tool for measuring the stability of optimal portfolio weights for a general set of mean-variance optimization methods.