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1
Multi-objective portfolio optimization considering the dependence structure of asset returns
Babaei, Sadra
;
Sepehri, Mohammad Mehdi
;
Babaei, Edris
- In:
European journal of operational research : EJOR
244
(
2015
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10010531892
Saved in:
2
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
3
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
- In:
Journal of economic behavior & organization : JEBO
185
(
2021
),
pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
Saved in:
4
Congation and return predictabiity in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
-
2020
Persistent link: https://www.econbiz.de/10012227958
Saved in:
5
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
6
Relative Robust Portfolio Optimization with benchmark regret
Simões, Gonçalo
;
McDonald, Mark
;
Williams, Stacy
; …
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1991-2003
Persistent link: https://www.econbiz.de/10012262941
Saved in:
7
What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed
;
Xu, Ziyun
;
Lee, Chi-Guhn
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
Saved in:
8
Information acquisition and under-diversification
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
-
2008
Persistent link: https://www.econbiz.de/10009505098
Saved in:
9
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
Saved in:
10
Relative performance information in asset markets : an experimental approach
Schoenberg, Eric J.
;
Haruvy, Ernan
- In:
Journal of economic psychology : research in economic …
33
(
2012
)
6
,
pp. 1143-1155
Persistent link: https://www.econbiz.de/10009687439
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