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Stochastic control of funding systems

Taylor, Greg (contributor) - 2000

Persistent link: https://www.econbiz.de/10001585619

Multistage stochastic optimization for private equity investments

Reus, Lorenzo; Mulvey, John M. - In: The journal of asset management 16 (2015) 5, pp. 342-362

Persistent link: https://www.econbiz.de/10011416619

Stochastic dominance algorithms with application to mutual fund performance evaluation

Venkataraman, Sree Vinutha; Rao, S. V. D. Nageswara - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 681-698

Persistent link: https://www.econbiz.de/10014253273

Investment strategies and compensation of mean-variance optimizing fund manager

Aivaliotis, Georgios; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 561-570

Persistent link: https://www.econbiz.de/10010358401

Outperformance and tracking : dynamic asset allocation for active and passive portfolio management

Al-Aradi, Ali; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 3/4, pp. 268-294

Persistent link: https://www.econbiz.de/10012128951

Simulations for hedging financial contracts with optimal decisions

Windcliff, H.; Forsyth, Peter; Vetzal, Kenneth R.; … - In: Computational methods in decision-making, economics and …, (pp. 271-296). 2010

Persistent link: https://www.econbiz.de/10009153080

Asset Allocation, Risiko-Overlay und Manager-Selektion : Das Diversifikationsbuch

Söhnholz, Dirk - 2010

Persistent link: https://www.econbiz.de/10013515936

Asset Allocation, Risiko-Overlay und Manager-Selektion : das Diversifikationsbuch

Söhnholz, Dirk; Rieken, Sascha; Kaiser, Dieter G. - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008666594

A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem

Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of the Operational Research Society : OR 67 (2016) 10, pp. 1259-1273

Persistent link: https://www.econbiz.de/10011590574

Insight – Distributional Hedge Fund Replication Via State Contingent Stochastic Dominance

Glaffig, Clemens - 2011

We propose a new hybrid hedge fund replication technique, which combines aspects of portfolio construction from factor based replication with an innovative version of distributional replication. It uses a parameterized replicating strategy for which we match a version of state contingent...

Persistent link: https://www.econbiz.de/10013125004