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Portfolio optimization
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21
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21
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
22
Uncertain Portfolio Optimization
Qin, Zhongfeng
-
2016
of credibility
theory
, uncertainty
theory
and chance
theory
, respectively. As such, it offers readers a comprehensive and …
Persistent link: https://www.econbiz.de/10012398156
Saved in:
23
A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
Guijarro Martinez, Francisco
- In:
Journal of the Operational Research Society
69
(
2018
)
6
,
pp. 928-945
Persistent link: https://www.econbiz.de/10012226397
Saved in:
24
Efficient skewness/semivariance portfolios
Brito, Rui Pedro
;
Sebastião, Hélder
;
Godinho, Pedro …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
Saved in:
25
Optimal portfolio selection with maximal risk adjusted return
Wang, Yue
;
Qiu, Zhijian
;
Qu, Xiaomei
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
Saved in:
26
An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana
- In:
Review of economic studies and research Virgil Madgearu
8
(
2015
)
2
,
pp. 125-136
Persistent link: https://www.econbiz.de/10011719883
Saved in:
27
Application of net cash flow at risk in project portfolio selection
Sharifi, Masoud Mohammad
;
Safari, Mojtaba
- In:
Project management journal : PMJ
47
(
2016
)
4
,
pp. 68-78
Persistent link: https://www.econbiz.de/10011593973
Saved in:
28
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
29
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
30
Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
Schroeder, Pascal
;
Kacem, Imed
;
Schmidt, Günter
- In:
RAIRO / Operations research
53
(
2019
)
2
,
pp. 559-576
Persistent link: https://www.econbiz.de/10012113675
Saved in:
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