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Mean-VaR portfolio selection under real constraints
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernández … - In: Computational economics 37 (2011) 2, pp. 113-131
Persistent link: https://www.econbiz.de/10008902939
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Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li; Zhang, Wei-guo; Xu, Wei-jun; Xiao, Wei-lin - In: Computational economics 36 (2010) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
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Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo; Han, Liyan - In: Computational economics 45 (2015) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
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Solving dynamic programming problems on a computational grid
Cai, Yongyang; Judd, Kenneth L.; Thain, Greg; Wright, … - In: Computational economics 45 (2015) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
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The efficient frontier for weakly correlated assets
Best, Michael J.; Zhang, Xiliang - In: Computational economics 40 (2012) 4, pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
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Portfolio risk measures : the time's arrow matters
Ruttiens, Alain - In: Computational economics 41 (2013) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10009711309
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Bacterial foraging optimization approach to portfolio optimization
Kao, Yucheng; Cheng, Hsiu-tzu - In: Computational economics 42 (2013) 4, pp. 453-470
Persistent link: https://www.econbiz.de/10010249865
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Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156
Persistent link: https://www.econbiz.de/10011441047