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Dynamic portfolio replication...
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91
On discrete probability approximations for transaction cost problems
Butt, Nabeel
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 365-389
Persistent link: https://www.econbiz.de/10012309693
Saved in:
92
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
93
A resource allocation model to choose the best portfolio of economic resilience plans : a possibilistic stochastic programming model
Pashapour, Shima
;
Azadeh, Mohammad Ali
;
Bozorgi-Amiri, Ali
- In:
European journal of industrial engineering : EJIE
14
(
2020
)
3
,
pp. 301-334
Persistent link: https://www.econbiz.de/10012250267
Saved in:
94
Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana
;
Canestrelli, Elio
-
2012
Persistent link: https://www.econbiz.de/10011629033
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95
The construction of an investment portfolio using stochastic programming
Kabašinskas, Audrius
;
Kadikinaitė, Lina
- In:
Journal of sustainable finance & investment
6
(
2016
)
3
,
pp. 151-160
Persistent link: https://www.econbiz.de/10011722990
Saved in:
96
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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97
Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problem
Murgia, Gianluca
;
Sbrilli, Simone
- In:
IMA journal of management mathematics
28
(
2017
)
1
,
pp. 109-130
Persistent link: https://www.econbiz.de/10011690485
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98
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
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99
Multiperiod portfolio investment using stochastic programming with conditional value at risk
Chen, Hung-Hsin
;
Yang, Chang-Biau
- In:
Computers & operations research : and their …
81
(
2017
),
pp. 305-321
Persistent link: https://www.econbiz.de/10011656256
Saved in:
100
SAA method based on modified Newton method for stochastic variational inequality with second-oder cone constraints and application in portfolio optimization
Chen, Shuang
;
Pang, Li-Ping
;
Ma, Xue-Fei
;
Li, Dan
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011673458
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