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  • Search: subject:"Polynomial Goal Programming"
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Subject
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Higher moments 6 Polynomial goal programming 6 Portfolio selection 6 Portfolio-Management 6 Theorie 4 Theory 4 Polynomial Goal Programming 3 polynomial goal programming 3 portfolio selection 3 American options 2 Fund of hedge funds 2 Hedge fund 2 Hedgefonds 2 Hedging 2 Hedging errors 2 Investment Fund 2 Investmentfonds 2 Investor preferences 2 Local risk-minimizing strategies 2 Mathematical programming 2 Mathematische Optimierung 2 Zagreb Stock Exchange 2 optimization 2 stocks 2 Actuarial mathematics 1 Anlageverhalten 1 Behavioural finance 1 Beta risk 1 Betafaktor 1 Börsenhandel 1 Cryptocurrency 1 Efficient frontier 1 Erwartungsnutzen 1 Expected utility 1 Hedge funds 1 Higher education finance 1 Higher moment portfolio selection 1 Institutional investor 1 Institutioneller Investor 1 Lebensversicherung 1
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Undetermined 7 Free 1
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Article 12
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 research-article 1
Language
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English 7 Undetermined 5
Author
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Gaillardetz, Patrice 2 Proelss, Juliane 2 Schweizer, Denis 2 Chan, Wai-Sum 1 Chen, Hsin-Hung 1 Franko, Ceki 1 Hachem, Saeb 1 Hachem, Saeb el 1 Hafner, Reinhold 1 Hitaj, Asmerilda 1 Kemalbay, Gulder 1 Li, Johnny Siu-Hang 1 Liu, Yanxin 1 Livingston, Lynda S. 1 Ozkut, C. Murat 1 Wallmeier, Martin 1 Zambruno, Giovanni 1 Škrinjaric, Tihana 1 Škrinjariæ, Tihana 1
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Published in...
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Financial Markets and Portfolio Management 2 Business education & accreditation : BEA 1 Financial markets and portfolio management 1 Insurance / Mathematics & economics 1 Istanbul University Econometrics and Statistics e-Journal 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Review of financial economics : RFE 1 Studies in Economics and Finance 1 Studies in economics and finance 1 Zagreb International Review of Economics and Business 1 Zagreb international review of economics & business 1
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Source
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ECONIS (ZBW) 6 RePEc 5 Other ZBW resources 1
Showing 11 - 12 of 12
Cover Image
Value-at-Risk Efficient Portfolio Selection Using Goal Programming
Chen, Hsin-Hung - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 02, pp. 187-200
The purpose of this study is to apply polynomial goal programming to establish a new portfolio selection model that …
Persistent link: https://www.econbiz.de/10005080731
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Optimal investments in volatility
Hafner, Reinhold; Wallmeier, Martin - In: Financial Markets and Portfolio Management 22 (2008) 2, pp. 147-167
Persistent link: https://www.econbiz.de/10005810939
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