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~subject:"Portfolio selection"
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Portfolio selection
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Applied mathematical finance
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies
Tse, S. T.
;
Forsyth, Peter A.
;
Kennedy, J. S.
;
Windcliff, H.
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 415-449
Persistent link: https://www.econbiz.de/10010235600
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2
The success of AdaBoost and its application in portfolio management
Chuan, Yijian
;
Zhao, Chaoyi
;
He, Zhenrui
;
Wu, Lan
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012662225
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3
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
4
Computational challenges for value-at-risk and expected shortfall : Chebyshev
interpolation
to the rescue?
Wilkens, Sascha
- In:
International Journal of Financial Markets and …
8
(
2021
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10012598655
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