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The role of South African property in balanced portfolios
Bradfield, D. J.; Gopi, Yashin; Tshivhinda, Joan - In: South African journal of accounting research 29 (2015) 1/2, pp. 51-70
Persistent link: https://www.econbiz.de/10011688519
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Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel; Beasley, John E.; Adcock, C. J. - In: European journal of operational research : EJOR 288 (2021) 3, pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
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Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias; Sun, Chaofan - In: Insurance / Mathematics & economics 93 (2020), pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
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Multi-period portfolio optimisation with alpha decay
Sivaramakrishnan, Kartik; Jeet, Vishv; Vandenbussche, Dieter - In: International journal of financial engineering and risk … 2 (2018) 4, pp. 283-307
Persistent link: https://www.econbiz.de/10012000022
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Tactical assets allocation : evidence from the Nigerian banking industry
Lawal, Adedoyin Isola - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 2, pp. 193-204
Persistent link: https://www.econbiz.de/10010401350
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Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier
Yilmaz, Hilal; Pearson, Neil D. - In: International journal of computational economics and … 6 (2016) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10011588856
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Benchmarking an allocation to the foreign sub-portfolio from a South African perspective
Rudolph, Josiah; Bradfield, D. J. - In: Journal for studies in economics and econometrics : SEE 47 (2023) 4, pp. 408-423
Persistent link: https://www.econbiz.de/10014438300
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Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
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A mathematical approach to a stocks portfolio selection : the case of Uganda securities exchange (USE)
Mayanja, Fredrick; Mataramvura, Sure; Charles, Wilson Mahera - In: Journal of mathematical finance 3 (2013) 4, pp. 487-501
Persistent link: https://www.econbiz.de/10010240785
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Bacterial foraging optimization approach to portfolio optimization
Kao, Yucheng; Cheng, Hsiu-tzu - In: Computational economics 42 (2013) 4, pp. 453-470
Persistent link: https://www.econbiz.de/10010249865