Minimising operational risk in portfolio allocation decisions
Year of publication: |
2009
|
---|---|
Authors: | Fernandes, José Luiz Barros ; Ornelas, José Renato Haas |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 2.2008/09, 4, p. 438-450
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Schätzung | Estimation | 1998-2006 |
-
Portfolio allocation for European markets with predictability and parameter uncertainty
Jondeau, Eric, (2010)
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Uncertain portfolio optimization
Qin, Zhongfeng, (2016)
- More ...
-
Yes, the choice of performance measure does matter for ranking of us mutual funds
Ornelas, José Renato Haas, (2012)
-
Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros, (2010)
-
Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros, (2010)
- More ...