Showing 1 - 10 of 21
Persistent link: https://www.econbiz.de/10011532770
Persistent link: https://www.econbiz.de/10010485543
Quadratic optimization for asset portfolios often leads to error maximization, with optimizers zooming in on large errors in the predicted inputs, that is, expected returns and risks. The consequence in most cases is a poor real-time performance. In this paper we show how to improve real-time...
Persistent link: https://www.econbiz.de/10010326019
Persistent link: https://www.econbiz.de/10003754160
Persistent link: https://www.econbiz.de/10003755355
Persistent link: https://www.econbiz.de/10003651504
Persistent link: https://www.econbiz.de/10008839711
Persistent link: https://www.econbiz.de/10003966116
Persistent link: https://www.econbiz.de/10003813788
Persistent link: https://www.econbiz.de/10009007989