Narrow search
Showing 1 - 10 of 22,323
Cover Image
Does risk propensity of investors affect the heuristic choice of sri portfolio selection? : a comparison between a market portfolio and SRI portfolio
Panja, Soma - In: Global business review 23 (2022) 6, pp. 1481-1491
Persistent link: https://www.econbiz.de/10013479692
Cover Image
Credit portfolio optimization : a multi-objective genetic algorithm approach
Wang, Zhi; Zhang, Xuan; Zhang, Zhekai; Sheng, Dachen - In: Borsa Istanbul Review 22 (2022) 1, pp. 69-76
The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the literature by presenting a general approach for optimizing a credit portfolio by minimizing the default risk of the entire portfolio. Default risk is measured with quadratic...
Persistent link: https://www.econbiz.de/10012817974
Cover Image
An investigation of portfolio optimization using modified NSGA-II algorithm
Mahapatra, Biplab; Mohapatra, Sanjay; Samanta, Biswajit; … - In: South Asian journal of management : SAJM 26 (2019) 4, pp. 133-150
Persistent link: https://www.econbiz.de/10012256011
Cover Image
Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung; Yang, Hao-Qun - In: International journal of computational economics and … 10 (2020) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Cover Image
Scenario tree construction driven by heuristic solutions of the optimization problem
Prochazka, Vit; Wallace, Stein W. - In: Computational management science 17 (2020) 2, pp. 277-307
Persistent link: https://www.econbiz.de/10012272066
Cover Image
Optimization heuristics in portfolio selection
Giuzio, Margherita - In: Essays in portfolio selection, (pp. 98-110). 2017
Persistent link: https://www.econbiz.de/10012111518
Cover Image
GAN-MP hybrid heuristic algorithm for non-convex portfolio optimization problem
Kim, Yerin; Kang, Daemook; Jeon, Mingoo; Lee, Chungmok - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 196-226
Persistent link: https://www.econbiz.de/10012195804
Cover Image
Variable neighborhood search heuristic for nonconvex portfolio optimization
Bačević, Andrijana; Vilimonović, Nemanja; Dabić, Igor; … - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 254-274
Persistent link: https://www.econbiz.de/10012195808
Cover Image
A two-stage approach to the UCITS-constrained index-tracking problem
Strub, O.; Trautmann, Norbert - In: Computers & operations research : and their … 103 (2019), pp. 167-183
Persistent link: https://www.econbiz.de/10011991123
Cover Image
The (ir)rationality of the 1/N heuristic
Abate, Guido - In: International journal of behavioural accounting and … 4 (2014) 4, pp. 305-324
Persistent link: https://www.econbiz.de/10011349153