Narrow search
Showing 1 - 10 of 110
Cover Image
Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10012053302
Cover Image
The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
Cover Image
Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de; Ceretta, Paulo Sergio; … - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472961
Cover Image
Statistical and optimization techniques for laundry portfolio optimization at Procter & Gamble
Esquejo, Nats; Miller, Kevin; Norwood, Kevin; Oliveira, Ivan - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 5, pp. 444-461
Persistent link: https://www.econbiz.de/10011392474
Cover Image
Delegated portfolio management and optimal allocation of portfolio managers
Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics 47 (2015) 19/21, pp. 2142-2153
Persistent link: https://www.econbiz.de/10010513333
Cover Image
An empirical investigation of methods to reduce transaction costs
Moorman, Theodore - In: Journal of empirical finance 29 (2014), pp. 230-246
Persistent link: https://www.econbiz.de/10011300477
Cover Image
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Cover Image
Optimizing portfolio liquidation under risk-based margin requirements
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of finance and investment analysis 2 (2013) 1, pp. 121-153
calculation is a self-contained inner optimization problem and is traditionally solved by choosing the worst scenario amongst a … continuous region and then using a trust region optimization algorithm to derive the closed-form solution. The solution is …
Persistent link: https://www.econbiz.de/10009746034
Cover Image
Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation research / E : an international journal 52 (2013), pp. 16-34
Persistent link: https://www.econbiz.de/10009735738
Cover Image
Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009720944