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Portfolio optimization
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1
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
Saved in:
2
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
Saved in:
3
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O.
;
Michaud, Robert O.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003469911
Saved in:
4
Robust portfolio optimization and management
Fabozzi, Frank J.
;
Kolm, Petter N.
;
Pachamanova, …
-
2007
Persistent link: https://www.econbiz.de/10003555153
Saved in:
5
Bond portfolio optimization
Puhle, Michael
-
2008
Persistent link: https://www.econbiz.de/10003556428
Saved in:
6
Multicriteria portfolio management
Xidonas, Panos
(
ed.
);
Mavrotas, George
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009546101
Saved in:
7
Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning
;
He, Feng
;
Rong, Chen
;
Zhang, Qingzhi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
6
,
pp. 885-893
Persistent link: https://www.econbiz.de/10011378789
Saved in:
8
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
Saved in:
9
A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Varsei, Mohsen
;
Shams, Naser
;
Fahimnia, Behnam
; …
- In:
Asian Academy of Management journal : AAMJ
18
(
2013
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10010256986
Saved in:
10
Portfolio selection with higher moments and application on Zagreb Stock Exchange
Škrinjaric, Tihana
- In:
Zagreb international review of economics & business
16
(
2013
)
1
,
pp. 65-78
Persistent link: https://www.econbiz.de/10010258935
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