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Essays in portfolio selection
Giuzio, Margherita - 2017
Persistent link: https://www.econbiz.de/10011914236
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Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil; Chaudhuri, Tamal D. - In: South Asian journal of management : SAJM 25 (2018) 4, pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
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Spontaneous volatility : fooled by reflexive randomness
Schotanus, Patrick; Schurger, Aaron - In: The journal of behavioral finance : a publication of … 22 (2021) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10012514173
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Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
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Volatility forecasting using support vector regression and a hybrid genetic algorithm
Santamaría-Bonfil, Guillermo; Frausto-Solís, Juan; … - In: Computational economics 45 (2015) 1, pp. 111-133
Persistent link: https://www.econbiz.de/10010511334
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Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing; Brabazon, Anthony; O'Neill, Michael; … - In: Natural computing in computational finance ; [the …, (pp. 109-127). 2008
Persistent link: https://www.econbiz.de/10009515172
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Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai; O'Sullivan, Conall; Brabazon, Anthony; … - In: Natural computing in computational finance ; [the …, (pp. 89-107). 2008
Persistent link: https://www.econbiz.de/10009515173
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Modeling realized volatility dynamics with a genetic algorithm
Qu, Hui; Ji, Ping - In: Journal of forecasting 35 (2016) 5, pp. 434-444
Persistent link: https://www.econbiz.de/10011580981
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Intergenerational complementarities in education and the relationship between growth and volatility
Palybos, Theodōros (contributor);  … - 2009
We construct an overlapping generations model in which parents vote on the tax rate that determines publicly provided education and offspring choose their effort in learning activities. The technology governing the accumulation of human capital allows these decisions to be strategic complements....
Persistent link: https://www.econbiz.de/10003885849
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191