Asset allocation and portfolio optimization problems with metaheuristics: a literature survey
Year of publication: |
2013
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Authors: | Jarraya, Bilel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Portfolio | Asset allocation | Metaheuristics | Mono-objective problems | Multi-objective problems |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Business Excellence and Management 4.3(2013): pp. 38-56 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: |
-
ASSET ALLOCATION AND PORTFOLIO OPTIMIZATION PROBLEMS WITH METAHEURISTICS: A LITERATURE SURVEY
JARRAYA, Bilel, (2013)
-
Multiplicative models of financial returns and what we fail to get when they are disregarded
Apreda, Rodolfo, (2011)
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Option-implied information and predictability of extreme returns
Vilkovz, Grigory, (2013)
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Efficiency concept and investigations in insurance industry: A survey
Jarraya, Bilel, (2012)
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A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry
Jarraya, Bilel, (2013)
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Multiobjective optimization for the asset allocation of European nonlife insurance companies
Jarraya, Bilel, (2013)
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