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Essays on robust portfolio management
Plachel, Lukas - 2019
Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem …Die Moderne Portfolio Theorie (MPT) bietet einen eleganten mathematischen Rahmen für das Problem der effizienten …
Persistent link: https://www.econbiz.de/10012152145
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Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Vonwirth, Christian - 2017
Persistent link: https://www.econbiz.de/10012659449
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Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014446491
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ESG compliant optimal portfolios : the impact of ESG constraints on portfolio optimization in a sample of European stocks
Torricelli, Costanza; Bertelli, Beatrice - 2022
Persistent link: https://www.econbiz.de/10014248170
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Application of quantum computers in foreign exchange reserves management
Veselý, Martin - 2022
Persistent link: https://www.econbiz.de/10013163720
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Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stauros Andrea (contributor);  … - 1995 - Reprinted
Persistent link: https://www.econbiz.de/10013493619
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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Portfolio optimization in incomplete financial markets
Schachermayer, Walter - 2004
Persistent link: https://www.econbiz.de/10003469901
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - 2000
Persistent link: https://www.econbiz.de/10001504924