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Forecasting economic time series with the DyFor genetic program model

Wagner, Neal; Khouja, Moutaz; Michalewicz, Zbigniew; … - In: Applied financial economics 18 (2008) 4/6, pp. 357-378

Persistent link: https://www.econbiz.de/10003739115

Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer

Yu, Tzu-yi; Tsai, Chenghsien; Huang, Hsiao-tzu; Chen, … - In: Applied financial economics 21 (2011) 7/9, pp. 505-518

Persistent link: https://www.econbiz.de/10009153262

Unconstrained strategies and the variance-kurtosis trade-off

Kumiega, Andrew; Van Vliet, Benjamin; Xanthopoulos, … - In: Applied financial economics 24 (2014) 13/15, pp. 1051-1061

Persistent link: https://www.econbiz.de/10010415726

Optimal portfolios : are they optimal for the long run?

Aroskar, R.; Ogden, William A. - In: Applied financial economics 21 (2011) 10/12, pp. 763-770

Persistent link: https://www.econbiz.de/10009231594

Using chaos measures to examine international capital market integration

Sewell, Susan C. (contributor) - In: Applied financial economics 6 (1996) 2, pp. 91-101

Persistent link: https://www.econbiz.de/10001198684

Stock portfolio selection with full-scale optimization and differential evolution

Hagströmer, Björn; Binner, Jane M. - In: Applied financial economics 19 (2009) 19/21, pp. 1559-1571

Full-Scale Optimization (FSO) is a utility maximization approach to portfolio choice problems that has theoretical appeal but that suffers from computational burden in large scale problems. We apply the heuristic technique differential evolution to solve FSO-type asset selection problems of 97...

Persistent link: https://www.econbiz.de/10003904297