Similar Search Results

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

Portfolio optimization through Kriging methods

Barrosa, Marcelo Rosário da; Salles, Arthur Valle; … - In: Applied economics 48 (2016) 49/51, pp. 4894-4905

Persistent link: https://www.econbiz.de/10011641047

Non-stationarity as a central aspect of financial markets

Schmitt, Thilo A. - 2014

Persistent link: https://www.econbiz.de/10010526646

Essays in portfolio selection

Giuzio, Margherita - 2017

Persistent link: https://www.econbiz.de/10011914236

Dimension Reduction in Mean-Variance Portfolio Optimization

Tayalı, H. Alper - 2017

Dimension reduction methods are useful pre-processing tools for efficient quantitative analysis with the aim to preserve the main features of the multidimensional data. However, negative values resulting from the transformation may obscure the interpretation of the analysis. This novel study...

Persistent link: https://www.econbiz.de/10012946793