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Optimising data-driven network under limited resource : a partial diversification approach

Wu, Dexiang; Wu, Desheng Dash; Kwon, Roy H. - In: International journal of production research 57 (2019) 21, pp. 6875-6892

Persistent link: https://www.econbiz.de/10012193767

Quantitative approach to project portfolio management : proposal for Slovak companies

Kral, Pavol; Valjaskova, Viera; Janoskova, Katarina - In: Oeconomia Copernicana 10 (2019) 4, pp. 797-814

Persistent link: https://www.econbiz.de/10012230505

Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification

Qi, Yue; Zhang, Yushu; Ma, Siyuan - In: INFOR : information systems and operational research 57 (2019) 3, pp. 430-453

Persistent link: https://www.econbiz.de/10012203594

Post tax optimal investments

Osorio, Maria A.; Settergren, Reuben; Rustem, Berç; … - In: Financial engineering, E-commerce and supply chain, (pp. 153-174). 2002

Persistent link: https://www.econbiz.de/10001747026

A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints

Ramos, Henrique; Righi, Marcelo; Guedes, Pablo; … - 2022

diversification and risk, the Maximum Loss portfolios have presented higher Sharpe ratio, the Expected Loss portfolios have higher …

Persistent link: https://www.econbiz.de/10014081982

Multi-Period Integer Portfolio Optimization Using a Quantum Annealer

Lopez de Prado, Marcos - 2016

For large portfolio managers, a sequence of single-period optimal positions is rarely multi-period optimal. In particular, transaction costs can prevent large portfolio managers from monetizing most of their forecasting power. The solution is to compute the trading trajectory that comes...

Persistent link: https://www.econbiz.de/10013003321