Dynamic hybrid portfolio model boosts returns and reduces downside risk.
The article introduces a new way to manage investment portfolios by combining different risk measures. The researchers created a model that adjusts the portfolio based on market conditions, aiming to increase returns and reduce losses. Their approach outperformed traditional methods by allocating more to risky assets in good times and less in bad times. This strategy led to better results in numerical experiments, with higher returns and lower risks compared to standard models.