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Adaptive universal portfolios
O'Sullivan, Patrick; Edelman, David - In: The European journal of finance 21 (2015) 4/6, pp. 337-351
Persistent link: https://www.econbiz.de/10010528186
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Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio; Still, Susanne; Marsili, Matteo; … - In: The European journal of finance 19 (2013) 5/6, pp. 554-571
Persistent link: https://www.econbiz.de/10010243596
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GP algorithm versus hybrid and mixed neural networks
Dunis, Christian; Laws, Jason; Karathanasopoulos, Andreas - In: The European journal of finance 19 (2013) 3/4, pp. 180-205
Persistent link: https://www.econbiz.de/10010243660
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Multiobjective portfolio optimization with non-convex policy constraints : evidence from the Eurostoxx 50
Xidonas, Panos; Mavrotas, George - In: The European journal of finance 20 (2014) 10/12, pp. 957-977
Persistent link: https://www.econbiz.de/10010464893
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Linear programing models for portfolio optimization using a benchmark
Park, Seyoung; Song, Hyunson; Lee, Sungchul - In: The European journal of finance 25 (2019) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10012206989
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Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: The European journal of finance 26 (2020) 2/3, pp. 165-178
Persistent link: https://www.econbiz.de/10012207192
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Asset-liability modelling and pension schemes : the application of robust optimization to USS
Platanakis, Emmanouil; Sutcliffe, Charles M. S. - In: The European journal of finance 23 (2017) 4/6, pp. 324-352
Persistent link: https://www.econbiz.de/10011736260
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Downside risk optimization with random targets and portfolio amplitude
Landsman, Zinoviy; Makov, Udi; Yao, Jing; Zhou, Ming - In: The European journal of finance 28 (2022) 16, pp. 1642-1663
Persistent link: https://www.econbiz.de/10013532255
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Genetic algorithms for parameter estimation in modelling of index returns
Franco, Manuel; Vivo, Juana-María - In: The European journal of finance 24 (2018) 13, pp. 1088-1099
Persistent link: https://www.econbiz.de/10012258872
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What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D. - In: The European journal of finance 14 (2008) 1/2, pp. 33-47
Persistent link: https://www.econbiz.de/10003744671