Narrow search
Showing 1 - 10 of 24,137
Cover Image
Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation
Thapar, Rishi - 2009
Portfolio optimisation for a Fund of Hedge Funds (“FoHF”) has to address the asymmetric, non-Gaussian nature of the underlying returns distributions. Furthermore, the objective functions and constraints are not necessarily convex or even smooth. Therefore traditional portfolio optimisation...
Persistent link: https://www.econbiz.de/10013156987
Cover Image
Global convergence of a robus filter SQP algorithm
Shen, Chungen; Xue, Wenjuan; Chen, Xiongda - In: European journal of operational research : EJOR 206 (2010) 1, pp. 34-45
Persistent link: https://www.econbiz.de/10003968276
Cover Image
Algorithmic trading in the foreign exchange market
Bergsten, Maria; Sandahl, Johannes Forss - In: Sveriges Riksbank economic review (2013) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012168713
Cover Image
Essays on stochastic volatility
Nossman, Marcus - 2009
Persistent link: https://www.econbiz.de/10003837367
Cover Image
Integrated assessment of biological invasions
Rauschmayer, Felix - 2003
An assessment of the consequences of biological invasions and of the measures taken against must be at the base of each social decision in this field. Three forms of uncertainty can be distinguished that make such a decision difficult to take: (1) factual uncertainty, which encompasses not only...
Persistent link: https://www.econbiz.de/10010467674
Cover Image
Le risque-pays dans le secteur bancaire : approche multicritère
Gilbart, François - 2003
Persistent link: https://www.econbiz.de/10001782456
Cover Image
DEA models via goal programming
Liu, Wenbin; Sharp, John A. - In: Data envelopment analysis in the service sector, (pp. 79-101). 1999
Persistent link: https://www.econbiz.de/10001437197
Cover Image
The evaluation of competitive position of EU-28 economies with using global multi-criteria indices
Kiseľáková, Dana; Sofrankova, Beata; Onuferová, Erika; … - In: Equilibrium : quarterly journal of economics and … 14 (2019) 3, pp. 441-462
Persistent link: https://www.econbiz.de/10012259570
Cover Image
Toward Interactive and Intelligent Decision Support Systems : Volume 2 Proceedings of the Seventh International Conference on Multiple Criteria Decision Making Held at Kyoto, Japan...
Sawaragi, Yoshikazu - 1987
-- Development of a Diagnosis Analysis System for Ion Implanter -- A Multiple Criteria Algorithm for Automatic Layout of Data Flow … Derived Utility -- Applications of Utility Theory in Artificial Intelligence Research -- Portfolio Risk Aversion and Weighted …-Utility Theory -- Expected Utility with a Threshold Function -- Risk Management in a Hierarchical Multiobjective Framework -- A Land …
Persistent link: https://www.econbiz.de/10013518862