Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Mazin A.M. Al Janabi
| Year of publication: |
2023
|
|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Subject: | Financial crisis | Financial engineering | Liquidity-adjusted value at risk | Optimization algorithms | Portfolio management analytics | Reinforcement machine-learning | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Performance-Messung | Performance measurement | Risikomaß | Risk measure | Theorie | Theory | Algorithmus | Algorithm | Finanzkrise | Financial Engineering | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-01-2020-0026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503886