Search Results - subject:"Portfolio Optimization Problem"

Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of modelling in management 19 (2024) 2, pp. 523-555

Persistent link: https://www.econbiz.de/10014486825

Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of Modelling in Management 19 (2023) 2, pp. 523-555

third stage, the mean-variance portfolio optimization problem (MVPOP) has iteratively been run using the “past,” “future …

Persistent link: https://www.econbiz.de/10015351517

Silva, Rodolfo Rodrigues Barrionuevo; Martins, André … - In: Energy economics 107 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013202415

Sala, Carlo; Barone-Adesi, Giovanni - 2015

carried out by means of a portfolio optimization problem for a small and rational investor. Solving for the maximal expected …

Persistent link: https://www.econbiz.de/10011506342

Petrová, Barbora - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 17-46

Persistent link: https://www.econbiz.de/10011993411

Sala, Carlo; Barone-Adesi, Giovanni - In: Journal of mathematical finance 6 (2016) 4, pp. 598-625

Persistent link: https://www.econbiz.de/10011656970