Narrow search
Showing 1 - 10 of 381
Cover Image
Robust portfolio optimization and management
Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - 2007
Persistent link: https://www.econbiz.de/10003555153
Cover Image
Recent advancements in robust optimization for investment management
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Analytical models for financial modeling and risk management, (pp. 183-198). 2018
Persistent link: https://www.econbiz.de/10011897168
Cover Image
Portfolio selection
Fabozzi, Frank J.; Markowitz, Harry; Gupta, Francis - In: The theory and practice of investment management, (pp. 15-42). 2002
Persistent link: https://www.econbiz.de/10001729872
Cover Image
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075
Cover Image
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Cover Image
Portfolio selection
Fabozzi, Frank J.; Markowitz, Harry; Gupta, Francis - 2008
Persistent link: https://www.econbiz.de/10003764397
Cover Image
Principles of optimization for portfolio selection
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765845
Cover Image
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: Risk management decisions and value under uncertainty, (pp. 1141-1158). 2022
Persistent link: https://www.econbiz.de/10013342094
Cover Image
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003583006
Cover Image
Simulation and optimization in finance : modeling with MATLAB, Risk, or VBA
Pachamanova, Dessislava A.; Fabozzi, Frank J. - 2010
"An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a … financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical …
Persistent link: https://www.econbiz.de/10008699427