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Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, … - In: Stochastic optimization: theory and applications, (pp. 883-931). 2020
Persistent link: https://www.econbiz.de/10012290853
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Enhanced index tracking problem : a new optimization model and a sum-of-ratio based algorithm
Hooshmand, F.; Rasouli, Z. - In: Opsearch : journal of the Operational Research Society … 60 (2023) 3, pp. 1286-1311
Persistent link: https://www.econbiz.de/10014383784
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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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A robust spectral clustering algorithm for sub-Gaussian mixture models with outliers
Srivastava, Prateek R.; Sarkar, Purnamrita; … - In: Operations research 71 (2023) 1, pp. 224-244
Persistent link: https://www.econbiz.de/10014308484
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A hybrid model for portfolio optimization based on stock clustering and different investment strategies
Goudarzi, Siamak; Jafari, Mohammad Javad; Afsar, Amir - In: International journal of economics and financial issues … 7 (2017) 3, pp. 602-608
Persistent link: https://www.econbiz.de/10011822909
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Forecasting economic variables with nonlinear models
Teräsvirta, Timo - 2006
Persistent link: https://www.econbiz.de/10003338433
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Development of a system for human language commands and control for a quadcopter application
Özkartal, Serdar Gökhan - In: Journal of management research 7 (2015) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10010492967
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Distributionally robust inventory control when demand is a martingale
Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
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Optimal consumption and investment under partial information
Putschögl, Wolfgang; Sass, Jörn - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 2, pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534