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Schwenker, Friedhelm (contributor) - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 35-69). 1996

Persistent link: https://www.econbiz.de/10001318072

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

Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model

Ma, Zhipeng; Liu, Jian; Xiong, Xiaoxiong; Fang, Mingxin - In: Internet finance and digital economy : advances in …, (pp. 289-316). 2024

Persistent link: https://www.econbiz.de/10014534114

Application of stochastic optimal control to financial market debt crises

Stein, Jerome L. - 2009

This interdisciplinary paper explains how mathematical techniques of stochastic optimal control can be applied to the recent subprime mortgage crisis. Why did the financial markets fail to anticipate the recent debt crisis, despite the large literature in mathematical finance concerning optimal...