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A problem of optimization in a case of foreign investment

Casasús, Trinidad; Pérez, Juan Carlos - In: Financial modelling : with 74 tables : [a selection of …, (pp. 111-124). 2000

Persistent link: https://www.econbiz.de/10001484967

Foreign exchange trading and management with the stochastic dual dynamic programming method

Reus, Lorenzo; Sepúlveda-Hurtado, Guillermo Alexander - In: Financial innovation : FIN 9 (2023) 1, pp. 1-38

We present a novel tool for generating speculative and hedging foreign exchange (FX) trading policies. Our solution provides a schedule that determines trades in each rebalancing period based on future currency prices, net foreign account positions, and incoming (outgoing) flows from business...

Persistent link: https://www.econbiz.de/10014288928

Optimal portfolios with stochastic interest rates and defaultable assets

Kraft, Holger - 2004

Persistent link: https://www.econbiz.de/10002018962

Portfolio optimization under CV@R constraint with stochastic mirror descent

Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022

Persistent link: https://www.econbiz.de/10013263291

A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index

Varsei, Mohsen; Shams, Naser; Fahimnia, Behnam; … - In: Asian Academy of Management journal : AAMJ 18 (2013) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10010256986

Portfolio selection with higher moments and application on Zagreb Stock Exchange

Škrinjaric, Tihana - In: Zagreb international review of economics & business 16 (2013) 1, pp. 65-78

Persistent link: https://www.econbiz.de/10010258935

Contributions to credit portfolio modeling and optimization

Onwunta, Akwum - 2011

Persistent link: https://www.econbiz.de/10008935882

Credibilistic programming : an introduction to models and applications

Li, Xiang - 2013

Persistent link: https://www.econbiz.de/10009737892

Portfolio optimization in incomplete financial markets

Schachermayer, Walter - 2004

Persistent link: https://www.econbiz.de/10003469901

Efficient asset management: a practical guide to stock portfolio optimization and asset allocation

Michaud, Richard O.; Michaud, Robert O. - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003469911

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