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Balancing energy security priorities : portfolio optimization approach to oil imports
Bigerna, Simona; Bollino, Carlo Andrea; Galkin, Philipp - In: Applied economics 53 (2021) 5, pp. 555-574
Persistent link: https://www.econbiz.de/10012416075
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Asset Allocation Ansätze zur Bildung von internationaldiversifizierten Portfolios : eine Analyse auf Basis historischer Daten
Eberhard, Jochen - 2012
Persistent link: https://www.econbiz.de/10015207927
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Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Essays on factor investing and social trading, (pp. 2-47). 2017
Die vorliegende Arbeit hat zwei wesentliche Ziele. Auf der einen Seite soll sie existierende Konzepte zum systematischen Faktorinvestieren erweitern, mögliche Problemstellungen aufdecken und Verbesserungen vorschlagen. Zweitens, untersucht diese Arbeit eine neue Form von FinTech Innovationen:...
Persistent link: https://www.econbiz.de/10011775041
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Asset Allocation Ansätze zur Bildung von internationaldiversifizierten Portfolios : eine Analyse auf Basis historischer Daten
Eberhard, Jochen - 2012
Persistent link: https://www.econbiz.de/10013436405
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New operational approaches for financial modelling
Zopounidis, Constantin (ed.) - 1997
Persistent link: https://www.econbiz.de/10014267884
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Currency risk versus return in global bond portfolios: a policy, not a benchmark issue
Dolan, Charles - In: Currency management : overlay and alpha trading, (pp. 357-367). 2004
Persistent link: https://www.econbiz.de/10002178114
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CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 26 (2002) 7, pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
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Drawdown measure in portfolio optimization
Chekhlov, Alexei; Uryasev, Stan; Zabarankin, Michael - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
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New Operational Approaches for Financial Modelling
Zopounidis, Constantin - 1997
This book is devoted to the 19th Meeting of the EURO Working Group on Financial Modelling. Its basic aim is to present some new operational approaches (i.e. neural nets, multicriteria analysis, new optimization algorithms, decision software, etc.) for financial modelling, both in a theoretical...
Persistent link: https://www.econbiz.de/10013519666
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Improving mean variance optimization through sparse hedging restrictions
Goto, Shingo; Yan, Xu - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1415-1441
Persistent link: https://www.econbiz.de/10011479442