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Linear programing models for portfolio optimization using a benchmark
Park, Seyoung; Song, Hyunson; Lee, Sungchul - In: The European journal of finance 25 (2019) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10012206989
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Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
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High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
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Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries - 2023
Persistent link: https://www.econbiz.de/10014388473
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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz - In: International journal of logistics systems and management 25 (2016) 1, pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
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Portfolio optimization in incomplete financial markets
Schachermayer, Walter - 2004
Persistent link: https://www.econbiz.de/10003469901
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Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O.; Michaud, Robert O. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003469911
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Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike - 2010
Persistent link: https://www.econbiz.de/10003929052
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2008 - 4., vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10003597953
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Robust portfolio optimization and management
Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - 2007
Persistent link: https://www.econbiz.de/10003555153