Similar Search Results

Portfolio optimization with tri-objective for index fund management

Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127

Persistent link: https://www.econbiz.de/10013459977

Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear programming

Díaz, Juan; Cortés, María; Hernández, Juan; … - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 298-309

Persistent link: https://www.econbiz.de/10012195813

Global and Asset Class Diversified ETF Portfolio Strategy - A Convex Mean/CVaR Optimization Approach using Dynamic Copulas with Flexible Probabilities

Mantesso F, Flavio; Ahmed, Joe; Flores, Mauro - 2023

One of the most important factors to control for the achievements of investment portfolio returns is risk. If we only think that a 100% positive return is needed to recover a portfolio loss of 50%, we can understand why. With the advent of the exponential growth of technology usage in markets,...

Persistent link: https://www.econbiz.de/10014254526

The (ir)rationality of the 1/N heuristic

Abate, Guido - In: International journal of behavioural accounting and … 4 (2014) 4, pp. 305-324

Persistent link: https://www.econbiz.de/10011349153

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds

Proelss, Juliane; Schweizer, Denis - In: Financial markets and portfolio management 28 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010249662

An active asset management investment process for drawdown-averse investors

Reveiz-Herault, Alejandro - In: Intelligent systems in accounting finance and … 23 (2016) 1/2, pp. 85-96

Persistent link: https://www.econbiz.de/10011668115

Three fuzzy goal programming models for index portfolios

Wu, Liang-chuan; Tsai, I-chan - In: Journal of the Operational Research Society : OR 65 (2014) 8, pp. 1155-1169

Persistent link: https://www.econbiz.de/10010386753

Assessing the performance of exchange traded funds in the energy sector : a hybrid DEA multiobjective linear programming approach

Henriques, Carla Oliveira; Neves, Elisabete Duarte; … - In: Financial modeling and risk management of energy and …, (pp. 341-366). 2022

Persistent link: https://www.econbiz.de/10013350016

Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds

Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498

Persistent link: https://www.econbiz.de/10010356715

Portfolio optimization under convex incentive schemes

Bichuch, Maxim; Sturm, Stephan - In: Finance and stochastics 18 (2014) 4, pp. 873-915

Persistent link: https://www.econbiz.de/10010416186