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Optimal portfolio leverage
Van Rensburg, Paul - In: The journal of asset management 17 (2016) 1, pp. 22-33
Persistent link: https://www.econbiz.de/10011485126
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Immunization strategies in linear models
Beccacece, Francesca - In: Operations research models in quantitative finance : …, (pp. 65-75). 1994
Persistent link: https://www.econbiz.de/10001315485
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Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures
Janabi, Mazin A. M. al - In: Artificial intelligence and big data for financial risk …, (pp. 92-122). 2023
Persistent link: https://www.econbiz.de/10014265661
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Optimal financing decisions
Robichek, Alexander A.; Myers, Stewart C. - 1965
Persistent link: https://www.econbiz.de/10014389088
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A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando; Guijarro, Francisco; Moya, Ismael - In: Journal of business economics and management 14 (2013) 4, pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
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The journal of computational finance
London : Infopro Digital Risk; früher: London : Risk …; … - 1.1998 -
Persistent link: https://www.econbiz.de/10000662860
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Approximating the numéraire portfolio by naive diversification
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663094
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Stochastic programming approximations using limited moment information, with application to asset allocation
Edirisinghe, N. Chanaka P. - In: Stochastic programming : the state of the art ; in …, (pp. 97-138). 2011
Persistent link: https://www.econbiz.de/10008798665
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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981989
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Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Ni, Xiaohui; Malevergne, Yannick; Sornette, Didier; … - 2011
. CAPM, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611