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Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 15 (2015), pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
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Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy - In: Finance research letters 22 (2017), pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
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On the use of the Moore-Penrose generalized inverse in the portfolio optimization problem
Lee, Miyoung; Daehwan, Kim - In: Finance research letters 22 (2017), pp. 259-267
Persistent link: https://www.econbiz.de/10011808176
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Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei; Aw, Grace; Teo, Kok Lay; Zhu, Yanjian; … - In: Finance research letters 18 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
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Portfolio optimization using asymmetry robust mean absolute deviation model
Li, Ping; Han, Yingwei; Xia, Yong - In: Finance research letters 18 (2016), pp. 353-362
Persistent link: https://www.econbiz.de/10011657302
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Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe; Wang, Jinpeng - In: Finance research letters 60 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
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Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing; Ching, Wai Ki; Gu, Jia-wen; Wong, Tak Kwong - In: Finance research letters 61 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
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A risk-gain dominance maximization approach to enhanced index tracking
Cesarone, Francesco; Lampariello, Lorenzo; Sagratella, … - In: Finance research letters 29 (2019), pp. 231-238
Persistent link: https://www.econbiz.de/10012418767
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Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan; Mahmoodi, Safieh; Jahandideh, Mohammad-Taghi - In: Finance research letters 30 (2019), pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
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Some improved sparse and stable portfolio optimization problems
Dai, Zhifeng; Wen, Fenghua - In: Finance research letters 27 (2018), pp. 46-52
Persistent link: https://www.econbiz.de/10012006736