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Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Janabi, Mazin A. M. al - In: Studies in economics and finance 40 (2023) 1, pp. 112-137
Persistent link: https://www.econbiz.de/10013503886
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Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
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Partikelschwarm-Optimierung
Reiners, Torsten - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 36 (2007) 12, pp. 1548-1550
Persistent link: https://www.econbiz.de/10003598169
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Clustering stock exchange data by using evolutionary algorithms for portfolio management
Nejad, Malek Khojasteh - In: European research studies 17 (2014) 4, pp. 55-66
Persistent link: https://www.econbiz.de/10012003678
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A decision-making framework for project portfolio planning at Intel Corporation
Sampath, Siddhartha; Gel, Esma S.; Fowler, John W.; … - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 5, pp. 391-408
Persistent link: https://www.econbiz.de/10011392441
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Single criterion vs. multi-criteria optimal stopping methods for portfolio management
Ben Abdelaziz, Fouad; Mallek, Ray Saadaoui; Masmoudi, Meryem - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1557-1567
Persistent link: https://www.econbiz.de/10012228252
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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Diskrete Portefeuilleoptimierung mit Hilfe von Genetischen Algorithmen
Keber, Christian - In: Journal of business economics : JBE 69 (1999) 9, pp. 1025-1051
Persistent link: https://www.econbiz.de/10001404427
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Using genetic algorithms to find technical trading rules
Allen, Franklin; Karjalainen, Risto - In: Journal of financial economics 51 (1999) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10001256193
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Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 513-537
Persistent link: https://www.econbiz.de/10001137817