Similar Search Results

The interdependence between mutual fund managers and investors in setting fees

Christoffersen, Susan E. K. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536990

Mathematisches Modellieren und Optimieren von Private Equity

Tannert, Johannes - 2013

Persistent link: https://www.econbiz.de/10009792758

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

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

On numerical solution for optimal allocation of investment funds in portfolio selection problem

Yahaya, Abubakar - In: CBN journal of applied statistics 3 (2012) 2, pp. 1-15

In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...

Persistent link: https://www.econbiz.de/10011476137

An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework

Tavakoli Baghdadabad, Mohammad Reza - In: International journal of emerging markets 10 (2015) 4, pp. 726-746

Persistent link: https://www.econbiz.de/10011489432

Multistage stochastic optimization for private equity investments

Reus, Lorenzo; Mulvey, John M. - In: The journal of asset management 16 (2015) 5, pp. 342-362

Persistent link: https://www.econbiz.de/10011416619

Tri-criterion modeling for constructing more-sustainable mutual funds

Utz, Sebastian; Wimmer, Maximilian; Steuer, Ralph E. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 331-338

Persistent link: https://www.econbiz.de/10011341641

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