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Decisiones de consumo y portafolio con Utilidad Diferencial Recursiva Estocástica (UDRE) : modelos alternativos

Téllez-León, Isela Elizabeth; Venegas-Martínez, Francisco - In: EconoQuantum : Revista de Economía y Negocios 13 (2016) 2, pp. 51-75

Persistent link: https://www.econbiz.de/10011560869

Rational socially responsible investment

Peylo, Benjamin Tobias - In: Corporate governance : the international journal for … 14 (2014) 5, pp. 699-713

Persistent link: https://www.econbiz.de/10010473582

Sampling methods for investment portfolio formulation procedure at increased market volatility

Dzicher, Mateusz - In: Journal of economics & management 43 (2021) 1, pp. 70-89

Aim/purpose - In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an...

Persistent link: https://www.econbiz.de/10013166371

Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets

Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10011990589

Market volatility-robust financial instruments’s portfolio allocation with sampling methods and genetic algorithms

Dzicher, Mateusz - In: Journal of financial studies & research : JFSR 2022 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013388977

A synthetic data-plus-features driven approach for portfolio optimization

Pagnoncelli, Bernardo K.; Ramírez, Domingo; Rahimian, Hamed - In: Computational economics 62 (2023) 1, pp. 187-204

Persistent link: https://www.econbiz.de/10014327294

Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory

Steenkamp, Andries - 2023

Persistent link: https://www.econbiz.de/10014388473

Two-stage international portfolio models with higher moment risk measures

He, Xiaolei; Zhang, Weiguo - In: Computers & operations research : and their … 154 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014307335

Managing liquidity buffer through core liquidity portfolio

Chagwiza, Wilbert; Garira, Winston; Moyo, Simiso - In: Investment management and financial innovations 12 (2015) 1, pp. 70-77

Persistent link: https://www.econbiz.de/10010515774

Designing and pricing guarantee options in defined contribution pension plans

Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: Insurance / Mathematics & economics 65 (2015), pp. 267-279

Persistent link: https://www.econbiz.de/10011428673